Preheat the oven to 425 degrees F.
In a medium bowl, beat the eggs with the milk and set aside.
Place the shredded zucchini and potatoes in a clean tea towel and squeeze out the excess moisture.
Heat one tablespoon of olive oil in a 10-inch oven-proof skillet over medium heat. Sauté the onion for 2 minutes or until softened.
Add the zucchini and potatoes and sauté until tender and beginning to turn slightly golden, stirring occasionally, about 4-5 minutes. Depending on the surface of your skillet, you may need to add another tablespoon or two of olive oil. Sprinkle with the salt and pepper.
Pour in the egg mixture and reduce the heat to medium-low. Stir to disperse the vegetables evenly, and then allow to cook without stirring until the bottom and edges are beginning to set, about 3-4 minutes.
Sprinkle the feta cheese evenly over the top, and transfer to the oven. Bake for 10 minutes or until just set in the middle. Exact cooking time will depend on the oven and how “set” your eggs were before baking, so check a few minutes early and add a few minutes if necessary.
Garnish with fresh herbs and additional feta, if desired. Serve hot or at room temperature.