Pre-heat oven to 400 degrees and line a baking sheet with foil.
Toss asparagus with olive oil and a pinch of kosher salt and pepper. Lay in even layer on baking sheet and roast for 10-15 minutes or until slightly charred.
Remove asparagus from the oven and set aside to cool slightly. (Leave oven at 400 degrees.) Cut into bite-sized pieces and set aside, leaving a few whole if you wish to "decorate" the frittata before baking.
Whisk together eggs, milk, salt and pepper in a medium bowl; set aside.
Pre-heat large non-stick, oven-safe pan over medium heat and add chopped asparagus to the pan. Although the asparagus is already cooked, this will allow you to grease the pan a bit with the olive oil from roasting.
Sauté the asparagus for 1 minute before pouring the egg mixture into the pan. Stir once with a rubber spatula then scatter the goat cheese on top as well as the reserved decorative asparagus spears.
Place pan in the oven and bake until eggs are set, 12-18 minutes.
Remove from the oven and slice in eighths. Serve warm, room temperature or chilled.