Heat oil in the frying pan and sauté the onion until very soft. Meanwhile preheat the grill to medium.
When the onion is translucent, add the pepper.
In a bowl whisk the eggs with generous amount of salt and pepper. Drain the feta cheese and finely chop it up then whisk with the eggs. Add any other vegetables available that have been sliced finely.
Turn the heat for the pan to a medium and gently pour in the eggs, making sure the mixture covers the pan evenly, cook for 5-6 minutes or until the sides have started to set.
Transfer the pan to the grill and let the frittata set, go golden and puff up slightly, for about 5 minutes.
Shake the pan gently to check for the set, if it looks runny, return to the grill for 2-3 minutes. Serve hot or cold.