Preheat your oven to 350°F. Grease a sheet pan with cooking spray and line it with parchment paper. In a bowl, combine the eggs and milk. Season with a pinch of salt and pepper.
Pour the egg mixture on the sheet pan and top with the sliced mushrooms, diced bell peppers, and shredded cheese.
Bake the sheet-pan eggs for about 15 minutes in the preheated oven, until they are set.
Allow the eggs to cool for a few minutes before cutting them into equal pieces. Serve the eggs with fresh parsley. Enjoy!