Gather all the ingredients. Preheat the oven to 400°F. Line 2 baking pans with parchment paper. Spray a large 9"x13"casserole baking dish with nonstick spray. Set aside.
On one baking sheet, spread out the cubed sweet potatoes. Drizzle with olive oil and season with salt and pepper. Roast in preheated oven for 30 minutes.
On the second baking sheet, spread out the remaining veggies. Drizzle with olive oil and season with salt and pepper. Pop in the oven and roast for 10 minutes. When done, reduce the oven temperature to 350°F.
Whisk together the eggs, milk, garlic, salt and black pepper.
In prepared casserole baking dish, spread out the roasted sweet potatoes evenly. Add half the roasted veggies on top and spread evenly. Sprinkle with feta cheese, scallions and jalapenos.
Pour egg mixture evenly over the veggies. Top with the remaining roasted mushrooms, zucchini, and peppers. Gently tap the dish to settle the contents.
Pop into the oven and bake for 40 minutes, or until the edges are lightly golden brown. The eggs should be set and not runny. If not, bake for another 5-8 minutes.
When done, remove and let it sit for 10 minutes. Slice, top with arugula (if using) and enjoy!