Preheat oven to 375°F (190°C).
Prepare the pan: Line a rimmed baking sheet (about 10x15 inches) with parchment paper and lightly spray with oil.
Whisk the eggs: In a mixing bowl, whisk together eggs, milk, salt, and pepper until frothy.
Sauté vegetables: In a skillet, sauté your chosen vegetables until softened (especially onions and mushrooms). This step is optional you can also use them raw.
Assemble: Scatter the sautéed vegetables and cheese evenly over the parchment-lined pan.
Add egg mixture: Pour the whisked eggs over the vegetables. Gently tilt the pan to spread evenly.
Bake: Bake for 12-15 minutes, or until just set. The center should be soft but not runny. Check at 12 minutes – if it jiggles slightly but isn't wet, it's ready.
Cool briefly: Let cool for 2 minutes after removing from oven.
Roll: Using the parchment paper as a guide, tightly roll the omelette from the short edge.
Set the shape: Let rest seam-side down for 5 minutes, then slice into 1-inch rounds.
