Heat the oil in a large skillet over medium-high heat. Add the mushrooms and peppers and cook until the vegetables are tender. Add the spinach, and cook just until wilted. Push the vegetables to one side of the pan.
Combine the eggs and feta cheese and pour into the empty side of the pan. Scramble and cook until desired doneness.
Fold the vegetables into the cooked eggs. Season with salt and pepper and top with the scallion. Serve immediately.