Position a rack in the center of the oven and preheat to 350 degrees. Whisk the eggs, milk and cayenne together in a bowl; add 1 teaspoon Kosher salt and freshly ground pepper to taste. Fold in the cheese and dill.
Heat 1 tablespoon olive oil in an ovenproof 6- or 8-inch nonstick skillet over medium-low heat, swirling to coat the pan. Add the cauliflower, 1/4 teaspoon Kosher salt and pepper to taste; cook until crisp-tender, about 5 minutes. Pour the egg mixture into the skillet and stir gently with a rubber spatula to distribute the filling. Cook until the bottom is just set but not brown, about 4 minutes. Transfer the skillet to the oven and bake until the frittata is almost set on top, about 15 minutes. Remove from the oven, cover and set aside for 5 minutes to finish cooking.
Season the greens with salt and pepper and toss with the remaining 2 tablespoons oil and the vinegar. Slide the frittata onto a cutting board and slice into wedges. Sprinkle generously with more dill; serve warm or at room temperature with the salad.