First things first, preheat your oven to 375°F (190°C). While it's heating up, generously grease a standard 12-cup muffin tin with oil or non-stick spray. Then, heat the olive oil in a skillet over medium heat and add your diced peppers and onion. Sauté them for about 5-7 minutes until they become tender and fragrant.
In a large bowl, crack the six eggs. Add the milk, salt, and pepper, then whisk vigorously until the mixture is smooth and slightly frothy. This incorporates air, which helps make the muffins light and fluffy. Once your vegetables are done sautéing, let them cool for a minute before folding them and the shredded cheese into the egg mixture.
Carefully pour the egg and vegetable mixture into your prepared muffin tin, filling each cup about three-quarters of the way full. This leaves enough room for the muffins to puff up as they bake without overflowing. Bake for 18-20 minutes, or until the centers are set. You can test this by inserting a toothpick; it should come out clean. Let them cool slightly before serving.