- 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.