Grate the zucchini, the leek, the parmesan cheese and the pecorino cheese.
Chop the shallot, leek, red and green capsicums.
Finely chop the parsley.
Gently heat half the olive oil in a frying pan on medium heat and add shallot, leek and capsicum. Cook gently for 4 minutes then add zucchini and continue cooking gently on a medium heat until soft (approx. 5 min). Season to taste.
Set aside in a bowl to cool and wipe the frypan clean.
In another bowl whisk eggs, milk, parsley and half of the parmesan cheese.
Add the cooked vegetables and stir gently to combine.
Heat the remaining oil on a medium heat and pour in egg and vegetable mixture, distributing vegetables evenly.
Sprinkle the pecorino cheese on top.
On the stove top, cook the frittata on a low/medium heat for 4 minutes without stirring until the edges are set but centre is still soft.
Place the fry pan into pre-heated oven (make sure it is an oven-proof handle) and cook until firm, approx. 8 minutes.