Place onion and pepper in a 9 x 9-inch baking dish.
Drizzle veggies with olive oil and sprinkle with salt and pepper.
Place veggies in oven and roast until their edges are browned, about 25 minutes, stirring halfway through.
Remove from oven and allow to cool slightly.
Reduce oven heat to 375 degrees.
Crack eggs into a medium bowl, then whisk in milk, ¼ tsp. salt, and ⅛ tsp. pepper.
Stir roasted veggies into egg mixture.
Wipe out the baking dish, then coat with nonstick cooking spray.
Pour egg mixture into dish.
Bake mixture until eggs are cooked through and begin to pull away from the pan's edge, about 25 to 30 minutes.
Cut baked eggs into 6 pieces.
Split and toast focaccia rolls.
Top each roll with baked eggs and a slice of cheese. (The cheese should melt from the heat of the eggs, but if not, pop the sandwich in the microwave for about 20 seconds.)