Heat the oil in a frying pan over a medium heat. Sauté the pepper and onion for 2 to 3 minutes, until softened, stirring occasionally. Season with salt and pepper.
Meanwhile, combine the eggs, egg whites, cheese and skimmed milk in a bowl. Pour the egg mixture into the pan with the pepper and onion and reduce the heat to low. Stir constantly with a wooden spoon to create the scrambled eggs.
When nearly set, remove the pan from the heat, check the seasoning and transfer the eggs onto serving dishes. Garnish with chives.