Preheat oven to 400°F (200°C). Over medium-low heat, heat olive oil in a 10-inch oven-safe skillet. Stir in the sliced onion and cook until slightly browned, about 10 minutes. Add the diced red bell pepper and cook for 5 more minutes. Then, add the diced zucchini. Season with salt and pepper and cook for 3 more minutes, stirring occasionally.

In a medium bowl, whisk together the eggs, grated Parmesan cheese, salt, and pepper.

Pour the egg mixture into the skillet, ensuring the eggs cover all the vegetables. When the edges begin to set, about 2 minutes, carefully move the skillet to the preheated oven.

Bake for 10-15 minutes, or until the frittata is completely cooked and set. The center should not be jiggly.

Let it cool slightly, then serve warm, cut into 4 pieces.