Pre-heat the oven to 400°F.
In a 10-inch nonstick skillet, heat the EVOO, three turns of the pan, over medium-high heat. (If the skillet does not have an ovenproof handle, wrap the handle in a double layer of foil.) Add the zucchini and bell pepper, season with salt and pepper and cook for 5 minutes. Add the leeks and garlic and cook until the leeks are wilted, 3-4 minutes.
Beat the eggs with the cream and hot sauce and season with salt and pepper. Add the eggs to the skillet and cook for 2-3 minutes without stirring to let the bottom cook, then transfer the skillet to the oven and bake until set, 10-15 minutes.
During the last minute or two of cooking, top the frittata with the cheese. Cut the frittata into six wedges and top with the spinach.