Preheat and prep: Heat your oven to 400°F (200°C). If using wooden skewers, soak them in water for 15–20 minutes to prevent burning if you plan to broil or grill at the end.
Chop the veggies: Cut peppers and onions into even 1-inch pieces. Slice zucchini into half-moons and halve the mushrooms.
Keep cherry tomatoes whole. Even pieces cook more evenly and skewer easily.
Toss with seasoning: On a sheet pan, toss the vegetables with olive oil, salt, pepper, garlic powder, and smoked paprika. Spread them in a single layer for good browning.
Roast the vegetables: Roast for 18–22 minutes, stirring once halfway, until tender with lightly caramelized edges.
Remove from the oven and let cool slightly.
Make the egg base: Meanwhile, whisk eggs with milk or cream (if using), a pinch of salt and pepper, and cheese if you like. Pour into a greased or parchment-lined 8x8-inch baking dish.
Bake the eggs: Lower the oven to 375°F (190°C) and bake the eggs for 12–16 minutes, until just set in the center. Avoid overbaking so the eggs stay tender.
Cool and cube: Let the baked eggs rest for 5 minutes, then cut into 1 to 1.5-inch cubes.
The cubes hold up well on skewers.
Assemble the skewers: Thread a mix of vegetables and egg cubes onto each skewer. Aim for color and balance—pepper, egg, zucchini, onion, mushroom, egg, tomato, and repeat.
Optional finishing step: For lightly charred edges and a warm-up, place assembled skewers under the broiler for 2–3 minutes or grill over medium-high heat for 1–2 minutes per side. Watch closely to avoid drying out the eggs.
Garnish and serve: Sprinkle with fresh parsley or chives.
Add a squeeze of lemon or a drizzle of hot sauce if you like. Serve with toast, avocado, or a yogurt dip.