Whisk the eggs together with the milk, salt, and pepper.

Heat the oil in a non-stick pan over medium heat.

Pour in half of the egg mixture, and cook it into a thin omelet.

Sprinkle with the vegetables and cheese.

Once the bottom has set, carefully roll up the omelet.

Push the rolled part to the edge of the pan, then pour in the remaining egg mixture.

Cook it through, then roll it onto the finished wrap.

Remove from the pan, let it cool for a minute, then slice.