Preheat the oven to 425°F. Spread the tomatoes on a baking sheet covered with aluminum foil; toss with 1 tablespoon of the olive oil and season with salt and pepper. Roast unti softened; about 20 minutes. Let cool slightly.
Reduce the heat to 375°F. Spray two nonstick mini-muffin tins with baking spray, or grease with vegetable oil and a paper towel.
In a large saute pan, heat the oil over medium-high heat. Add the shallot; cook for 2 minutes or until translucent, stirring regularly. Add half the spinach, stirring constantly and cooking until bright green and wilted, about 3 minutes. Season with salt and pepper to taste; drain in a colander. Cook the remaining spinach, season, and drain. Let cool slightly; using paper towels, squeeze the excess liquid out of the spinach.
In a large bowl, whisk together the eggs and milk. Season generously with salt and pepper. Crumble the goat cheese into a small bowl.
Sprinkle the tomatoes, spinach, and goat cheese evenly into the bottoms of the 24 muffin cups. Using a small liquid measuring cup with a spout, carefully pour the egg mixture over the spinach mixture, filling each muffin cup until nearly full. Sprinkle the tops of each frittata with a little Parmesan.
Carefully place the muffin tins in the oven (I find it’s easier to place the muffin tins on baking sheets). Bake for about 10 minutes or until the tops of the frittatas are puffed up like little souffles, and they’re a pale golden color. (You can also broil them for 1 minute or so if you want them to have a little more color on top.) Serve warm or at room temperature.
PREP AHEAD: Roast the tomatoes, saute the spinach and shallots, crumble the goat cheese, and whisk together the eggs and milk the day before: store everything separately in tupperware containers and finish assembling/baking the morning of the brunch.