Place the oven rack in the center position and preheat the oven to 350º.  

In a large bowl, use a whisk to beat eggs with milk, salt and pepper.

Heat olive oil in a 10-inch ovenproof skillet on medium. (Cast iron skillets work great)

Add yellow onion and asparagus to pan and sauté until soft, approx. 7 minutes. 

Stir in spinach and sauté until wilted, approx. 2 minutes. 

Spread the cooked vegetables evenly in a skillet and pour egg mixture over them.

Stir in ¼ cup of shredded cheddar cheese.

Crumble feta cheese on top. 

Cook without stirring until eggs are just beginning to set around the edges, approx. 2 to 3 minutes.

Place the skillet in the oven and bake frittata until almost set in center, approx. 15 minutes. 

Remove skillet from oven and top with remaining ¼ cup shredded cheddar cheese. 

Set oven broiler to high and broil the frittata until top is golden brown, approx. 2 minutes. Keep a close eye on the pan to prevent burning.

Carefully remove the hot pan from the oven and let the frittata rest for 5 minutes before serving.