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Mix together the red bell pepper, carrot, onion, and olive oil in the baking pan and stir to combine.
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Slide the baking pan into Rack Position 1, select Convection Bake, set temperature to 350ºF (180ºC) and set time to 12 minutes.
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After 3 minutes, remove the pan from the oven. Stir the vegetables. Return the pan to the oven and continue cooking.
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Meantime, whisk together the egg, egg whites, and milk in a medium bowl until creamy.
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After 3 minutes, remove the pan from the oven. Pour the egg mixture over the top and scatter with the Parmesan cheese. Return the pan to the oven and continue cooking for additional 6 minutes.
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When cooking is complete, the eggs will be set and the top will be golden around the edges.
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Allow the frittata to cool for 5 minutes before slicing and serving.