Preheat oven to 350* F and line a baking sheet with parchment paper.
Toss the broccoli, 1 teaspoon of olive oil and 1/4 teaspoon of the salt in a large bowl.
Spread the broccoli florets into an even layer on the baking sheet and bake for 15 minutes until the broccoli is tender.
Season the chicken thighs with 1 teaspoon of the salt.
Heat a 10-inch cast iron pan over medium heat and add 2 teaspoons of the olive oil to the pan.
Once the oil is hot, add the chicken thighs to the pan and cook them for 3 to 4 minutes on each side. Remove the chicken thighs from the pan and let them cool. Once cool, chop the chicken into bite-sized pieces.
Add the onions and 1/2 teaspoon of salt to the same pan that you cooked the chicken in. If the pan is dry add an additional 1/2 teaspoon of olive oil to the pan, otherwise cook it in the remaining oil. Cook the onions for 7 to 8 minutes, occasionally stirring until they are soft and lightly browned.
Add the cooked broccoli and chicken back into the skillet.
Add the remaining 1/2 teaspoon of salt and the coconut milk to the beaten eggs and combine.
Pour the eggs into the pan. Use a spatula to lightly stir and fold the eggs, creating large curds.
Add the cheddar cheese and lightly stir the eggs for an additional 30 seconds. Top with fresh ground pepper to taste.
Place the cast iron pan into the oven and bake it at 350* F for 8 to 10 minutes until it’s set. Let the frittata rest 5 to 10 minutes prior to serving it.