Spray 10-inch (25 cm) non-stick skillet with cooking spray. Heat skillet over medium heat. Add onion, pepper, mushrooms and prosciutto; cook, stirring frequently, until vegetables are tender.
Pour eggs into skillet. As eggs set around edge of skillet, with spatula, gently lift cooked portions to allow uncooked egg to flow underneath. Cook until bottom is set and the top is almost set. Cover with lid until eggs are set, 2 to 3 minutes.
Loosen frittata around edge of skillet, then cut into wedges and serve.