Preheat the oven to 350ºF. In a large bowl, whisk together the eggs, milk, salt, and pepper. Set the eggs aside.
Dice on yellow onion. Heat a 10-inch oven-safe skillet over medium, then add the cooking oil and onion and sauté until the onions are soft and translucent.
Meanwhile, roughly chop the spinach and slice the tomatoes in half.
Add the spinach and tomatoes to the skillet and stir to combine with the onions.
Before the spinach has a chance to cook or wilt, pour in the egg mixture (it's okay if the eggs don't fully cover the vegetables). Top with the crumbled feta.
Let the frittata continue to cook over medium just until the eggs are set around the edges (about 3 minutes).
Transfer the frittata to the oven and bake for about 15 minutes, or just until the eggs are set in the center (total bake time will vary). Remove the frittata from the oven and let rest for 5 minutes before slicing and serving.