Lightly spray two 24-mini-muffin tins with vegetable-oil spray. Slice zucchini into 1/8-inch rounds. Slice mushrooms lengthwise into 1/8-inch pieces. Core and seed red and yellow bell peppers. Chop into 1/8-inch dice, and set aside.
Preheat oven to 400 degrees. In a large mixing bowl, whisk eggs, salt, pepper, and chives, and set aside. Arrange cut zucchini, mushrooms, and peppers in each muffin tin. Ladle egg mixture into each tin, just even with the rim, and sprinkle with cheese.
Transfer to oven, and bake until frittatas are set, 8 to 10 minutes. Serve warm, or reheat briefly at 325 degrees.