Preheat the oven to 180°C/gas mark 4. Line a 20cm pie dish with non-stick baking paper.
Put the vegetables and thyme sprigs on a large baking tray, drizzle with olive oil and season with salt and pepper.
Toss the vegetables together, making sure they are well coated in the oil. Roast for 35 to 40 minutes, stirring them once or twice during the cooking time.
Spread the roasted veg over the base of the lined pie dish, then place the dish on a baking tray.
In a large jug, whisk the eggs with the milk, season with salt and pepper and pour over the vegetables. Transfer the dish to the oven and bake for 20 to 25 minutes, until set.
To serve, top with the rocket, Parmesan shavings and a drizzle of olive oil. Cut into wedges and wrap in parchment paper for a handy lunch or bring whole to a picnic and divide according to the big and little appetites.
Busy Tip: Roast the veg on Sunday while you're doing the Sunday lunch and you'll be all set for a veg-packed Monday lunch.