Preheat oven to 425 degrees Fahrenheit (220 degrees Celsius).

Place onions and mushrooms in a bowl and toss with two tablespoons olive oil, 1/2 teaspoon salt, and freshly ground black pepper.

Grease a disposable aluminum baking sheet with an additional tablespoon of olive oil and place vegetables on the pan, spreading them apart. Place in oven and roast for 30–35 minutes, or until vegetables are soft and browning lightly at the edges.

Meanwhile, toss tomatoes with remaining one teaspoon olive oil, 1/4 teaspoon salt, and minced garlic. Add to the baking pan in the last 15 minutes of roasting time, tossing the vegetables to combine.

While the vegetables are roasting, combine eggs with milk, cream cheese, and salt in a large bowl and blend using an electric or immersion blender. Mix one tablespoon olive oil together with one tablespoon pesto in a small bowl and set aside.

When vegetables are done roasting, remove the pan from the oven and grease well with cooking spray, making sure to coat the sides of the pan for easy removal of the frittata. (You can leave the roasted vegetables in the pan while you grease it.) Top the veggies with baby spinach leaves and sprinkle 1/3 cup crumbled feta cheese over the spinach leaves, distributing evenly throughout. Slowly pour the egg mixture over the vegetables in the pan and drizzle the pesto mixture over the eggs.

Carefully place the pan into the oven and lower the temperature to 350 degrees Fahrenheit (175 degrees Celsius). Bake for 22–25 minutes, or just until set. Remove from oven and allow to cool for a few minutes. Cut into 12 even squares.

Toast the bread and spread with either butter or cream cheese, depending on preference. Place each frittata square on top of a slice of toast. Sprinkle with diced avocado, additional feta cheese, and chopped fresh parsley. Best if eaten immediately.