Pre heat your oven to 375 F.
In a medium bowl, marinate the shrimp for 5 minutes by adding the pesto. Set aside.
Place cut vegetables in a tray and add 1 tbsp of olive oil, plus 1/2 tsp salt. Roast for 15 minutes stirring every 5 minutes. Once ready, set aside to cool slightly.
Grill or use a frying pan to sautée the shrimp, 2 minutes per side.
In a large bowl, whisk eggs with milk, 1/2 tsp salt, pepper, chives, roasted vegetables, cheese and shrimp.
Pre heat your frying pan over medium heat ( I used this All-Clad) add 1/2 tsp of oilive oil and once is heated, add your frittata mixture. Cook over medium heat for 5 minutes and finish cooking it in the oven for an extra 15-18 minutes, setting your oven to broil for the last 45 seconds.