Bring half a kettle of water to the boil
Heat oil in a small-to-medium non-stick fry pan on medium heat and cook onion for 2-3 minutes on gentle heat until softened.
Place broccoli in a heatproof bowl and cover with boiling water. Leave for 1-2 minutes until bright green and just-tender, then drain well.
Meanwhile, whisk eggs and milk together in a bowl or jug and season with salt and pepper.
Pour egg mixture over onions, stir once, then allow to settle without stirring for 1-2 minutes and top with the broccoli, roasted capsicum and half the feta/goat's cheese. Gently lift the egg up on one side from underneath and fold in half, enclosing the filling. Allow to cook for a further 2-3 minutes.
Cut in half and transfer to serving plates. Sprinkle with remaining cheese, parsley and chilli (if using) before serving.