Heat 2 tablespoons of the oil in a 23 cm (9 inch) nonstick frying pan and cook the red pepper and onion over a medium heat, stirring occasionally, for 5 minutes until softened. Add the tomatoes and cook, stirring, for 2 minutes.
Beat the eggs in a bowl and season with plenty of salt and pepper, then pour over the vegetable mixture in the pan. Scatter over the feta and cook over a low heat for 4–5 minutes until the base of the frittata is set.
Place the pan under a preheated medium grill, making sure that the pan handle is turned away from the heat, and cook for 3–4 minutes until the top is golden and set. Remove from the grill, scatter the rocket over the centre of the frittata and season with a good grinding of pepper. Drizzle with the remaining tablespoon of oil and serve cut into wedges.