Preheat oven to 180°C.
Place an ovenproof frying pan on medium heat and add oil, onion and bacon. Saute until golden and the onions are tender.
Meanwhile, combine eggs, cream, cheese, mustard, paprika, salt and pepper in a medium bowl and whisk until thoroughly incorporated. Set aside.
Add zucchini and capsicum to the frying pan and pour over egg custard. Cook for 5 minutes or until the edges just start to set.
Place frying pan in the oven and bake for 30-45 minutes or until the eggs have set and the top in golden.