Preheat the oven to 350 degrees. Spray a 9-inch pie dish with non-stick spray.
Rinse any dirt or debris from the mushrooms (or whatever vegetable you are using), and slice or dice thinly if not already cut. Add to a large skillet sprayed with cooking spray, and season with a pinch of salt and pepper. Sauté over medium high heat for about 1-2 minutes.
Meanwhile, thaw spinach in microwave (or overnight in the fridge.) Squeeze the excess moisture from the thawed spinach. (If using fresh spinach simply add spinach to the skillet with the mushrooms along with 1/4 cup water. Cover skillet and let spinach wilt down before sautéing and cooking off the excess moisture).
Place the spinach in the skillet and cook with the mushrooms (or veggie of choice), and sauté until veggies are soft and moisture has evaporated. Place the sautéed mushrooms and spinach in the pie plate, followed by the crumbled feta.
In a medium bowl, whisk together the eggs, milk, and Parmesan. Season lightly with pepper. Pour the egg mixture over the vegetables in the pie dish. Top with the shredded mozzarella.
Bake for 45-55 minutes, or until the top is golden brown. Cut into six slices and serve.