In a medium bowl, whisk together the eggs, egg whites, milk and Dijon mustard; set aside.
In a 10 to 12 inch ovenproof nonstick skillet, spray with cooking spray and heat to medium high. Sauté onion until softened, about 2 minutes. Add the mushroom, broccoli, cauliflower and zucchini to the skillet. Sauté until slightly softened, another 3 to 4 minutes.
Whisk the egg mixture again, then pour over the vegetables. Sprinkle tomatoes and feta cheese on top. Place a lid on the skillet, reduce heat to medium and cook until the bottom and sides of the frittata are firm, 8 to 10 minutes. Preheat the oven broiler.
Place the skillet under the broiler and broil until the frittata is cooked through (no longer jiggly) and slightly browned on top, about 5 minutes (watch closely). Cut into 4 wedges and serve immediately over a handful of arugula, if desired.