In a medium bowl, whisk the eggs with milk, salt, and pepper until well combined.
Heat olive oil or butter in a non-stick skillet over medium heat.
Add the chopped spinach to the skillet and sauté for 1-2 minutes, until wilted.
Pour the egg mixture over the spinach in the skillet.
As the edges begin to set, gently push the cooked egg towards the center, tilting the pan to allow uncooked egg to flow underneath.
When the omelet is mostly set but still slightly moist on top, sprinkle the crumbled feta cheese over one half of the omelet.
Carefully fold the other half of the omelet over the feta.
Cook for another 30 seconds to 1 minute, or until the cheese is slightly warmed and the omelet is cooked to your desired doneness.
Slide the omelet onto a plate and serve immediately.