Whisk the eggs and milk in a 1-cup measuring cup until well mixed. Set aside.
Add the oil in a 8-inch cast-iron or oven-safe nonstick skillet over medium-high heat until hot.
Stir in the onions, garlic, chorizo and chili and cook until the onions are softened about 4 minutes.
Stir in the tomatoes and cook until thickened slightly about 5 minutes. Lower the temperature to medium-low.
Pour in the egg mixture, sprinkle feta cheese over and cook until the eggs are almost set, around 10 minutes. Meanwhile preheat the broiler of the oven.
Put the pan into the oven and broil until the top beginning to turn golden, about 2 minutes, depending on how hot your broiler is.
Remove from oven; sprinkle cilantro leaves on top and cut into wedges.