Heat the oil in a non-stick oven-proof skillet. Cook the onion until tender. Add the squash and pepper, and continue cooking until the liquids have evaporated.
In a bowl, whip the eggs with the milk, Provençal spices, salt, pepper and cheese. Pour this mixture into the skillet, and stir to mix well. Reduce the heat to low, cover, and continue cooking for about 10 minutes, or until the frittata has set. If need be, broil until it is slightly roasted.