Preheat your oven to medium heat and bake the broccoli and bell peppers in a greased baking dish for about 7 minutes.

Grease your air fryer pan with cooking spray and preheat your air fryer to 345°F (175°C).

In a medium bowl, mix the eggs, coconut milk, salt, and black pepper until well combined.

Add the baked broccoli and bell peppers to the egg mixture and combine thoroughly.

Spray your air fryer pan with cooking spray, then pour the egg and vegetable mixture into the pan.

Sprinkle shredded cheese over the top.

Place the pan in the air fryer, lock the lid, and cook the frittata for about 13 minutes.

When the timer beeps, turn off your air fryer and carefully remove the pan.

Let the frittata cool for 5 minutes.

Slice the frittata, serve, and enjoy its delicious taste!