In 10-inch skillet over medium-high heat, cook chorizo until lightly browned. Remove to plate. In same skillet over medium heat, in 1 tablespoon hot olive oil, cook bell peppers and red onion until just tender, stirring occasionally. Remove to plate with chorizo.
Preheat oven to 450*F. In large bowl whisk eggs, milk and salt until blended. Stir in chorizo-vegetable mixture. In 8-inch non-stick skillet over medium heat, in hot oil, add egg mixture. Cook without stirring until eggs begin to cook and bottom starts to brown, about 10 minutes.
Evenly sprinkle cheese over egg mixture. Place skillet in oven. Bake frittata 5 minutes until eggs are completely set and cheese is lightly browned.