1. Preheat your oven to 350°F and place a rack in the upper third. Whisk together the eggs, milk, cheddar cheese, salt, and pepper in a large bowl until well combined. Set aside while you cook the vegetables.

2. Heat the olive oil in your oven-safe skillet over medium heat until shimmering. Add the diced shallot and cook, stirring often, until softened and translucent, about 3 to 4 minutes.

3. Add the spinach to the skillet one handful at a time, stirring as each batch wilts down. This takes about 2 to 3 minutes total. Let any water released from the spinach evaporate so your frittata does not get watery.

4. Spread the spinach and shallots evenly across the bottom of the skillet. Pour the egg mixture over the vegetables, making sure it distributes evenly. Let it cook undisturbed for about 2 minutes until the edges just start to set. Sprinkle the Parmesan cheese over the top.

5. Transfer the skillet to the preheated oven. Bake for 12 to 15 minutes until the frittata puffs, turns golden, and sets in the center. A toothpick inserted in the middle should come out clean. Let cool for 5 minutes before slicing into wedges.