Preheat oven to 350F. Heat the oil in an oven safe skillet set over medium-high heat. Add onion and cook, stirring, until the onion is tender and translucent.
Lower the heat to medium and add the rice, beans, and jalapeño. Cook for 5 minutes until rice and black beans are warmed through and jalapeño is fragrant.
Remove 1/2 cup of the rice mixture and set aside. In a medium bowl whisk the eggs, milk, salt, and pepper until eggs are pale yellow and fluffy.
Pour the egg mixture into the skillet and sprinkle with the reserved rice mixture. Cook for a few minutes until the edges of the frittata are set.
Transfer to the oven and cook until the eggs are firm, 8 to 10 minutes. Serve warm with pico de gallo or avocado.