Preheat oven to 375° and position rack in the middle.
Heat about 3 tbsp of olive oil in a large skillet and saute bell pepper, zucchini and onion until veggies start turning soft.
In a mixing bowl, whisk together eggs, baking powder, milk, feta, thyme - and pinch of kosher salt and pepper - add the vegetables and stir
Coat the bottom and sides of a 10-inch cast iron skillet and warm the oil over medium heat for a minute or so. Pour the egg and veggie misture in the pan.
Transfer the pan to the heated oven and cook for 15-20 minutes or until the center of the eggs are cooked through and the center is firm. Let sit for at least 5 minutes. If the frittata still seems a little runny, bake for a few more minutes.