Preheat the oven to 400 degrees F.
In a large bowl, whisk together the eggs, milk, salsa, chipotles en adobo sauce, salt and pepper.
Heat the olive oil in a 10-inch non-stick ovenproof skillet over medium high heat. Sauté the white parts of the scallions until they are translucent, about 1 minute.
Stir in the peppers and arugula, letting the greens wilt, about 2 minutes. Stir in the black beans and cilantro and reduce the heat to low.
Pour in the egg mixture. Wait for the eggs to start to set at the edges, about 2-4 minutes. Transfer the skillet to the oven and bake for 8-10 minutes until just set in the middle.
While the frittata is baking, make the pico de gallo by combining the tomatoes, onions, jalapeños, lime juice, salt and pepper in a small bowl.
Top the frittata with pico de gallo and sliced avocados. Sprinkle with cilantro and cotija cheese before serving.