Preheat your oven to 350 degrees F and lightly grease a 9-inch round pie pan with a bit of oil or non-stick spray.
In a large bowl, whisk together the eggs, coconut milk, salt, and black pepper until well combined and set aside.
Cook the chopped bacon in a large skillet over medium-high heat until brown and crispy, which should take about 6 to 8 minutes.
To the skillet with bacon, add the sliced mushrooms and diced red pepper, cooking and stirring often until they are tender and have a nice golden color, about 5 minutes. Add the chopped spinach and cook just until wilted, roughly 2 minutes, then remove from heat to cool slightly.
Fold the cooled bacon, vegetables, and spinach into the egg mixture, ensuring they are evenly distributed. Pour this frittata mixture into the prepared pie pan.
Bake the frittata in the preheated oven for 20 to 25 minutes, or until it's set and a toothpick inserted in the center comes out clean. Once done, let it cool for 5 minutes before slicing. DEVOUR!