Preheat the oven to 375 degrees. Spray 2 mini muffin tins (each with 12 cups) or 8 regular size muffin tins for a larger version with nonstick spray. Spray well. You don't want these to stick.
Whisk the eggs, milk, pepper, and salt in a large bowl to blend well. Stir in the bacon, Parmesan cheese, and spinach. Fill prepared muffin cups almost to the top with the egg mixture. Sprinkle tops with cheddar cheese.
Bake until the egg mixture puffs and is just set in the center. Bake the mini frittatas for about 8 to 10 minutes; if using regular size muffin tins bake for 14-16 minutes. The frittatas will be really puffy right out of the oven and will settle once removed from the oven.
Using a knife, run the edge of the knife around the edge and loosen the frittatas from the muffin cups and slide the frittatas onto a platter. I like to use a spoon to scoop them out. Serve immediately.