Preheat the oven to 200 degrees Celsius/ 400 degrees Fahrenheit.
Prepare pumpkin. Hokkaido doesn't need to be peeled, any other sort does. Cut into small cubes.
Roast: Place in the skillet, add olive oil, paprika, thyme, grated garlic cloves, salt, and pepper. Mix well to coat. Roast for about 20 minutes or until the pumpkin is soft.
Whisk the eggs and the milk/cream in a large bowl. Add salt, pepper, crumbled feta, and grated Cheddar. Mix well.
Thinly slice the green onions and set aside.
Combine: Remove the skillet from the oven. Scatter the onions on top of the pumpkin cubes. Slowly pour the egg mixture over the vegetables. Use a wooden spoon to evenly distribute the vegetable into the pan.
Bake: Return to the oven and bake for further 15 minutes or until the eggs are puffed and set and only slightly jiggly and shiny in the middle, they will continue cooking due to the residual heat after you have removed them from the oven.