Lightly grease a 23cm pie dish with oil. Carefully place pastry in pie dish and lightly prick with a fork. Line with baking paper and fill with 1 cup uncooked rice. Bake for 15 minutes or until slightly puffed. Discard rice and paper and cook pastry for a further 5-10 minutes until golden.
Meanwhile, heat oil in a medium non-stick frying pan over medium heat. Add onion, capsicum, mushrooms and cook for 2-3 minutes or until golden. Set aside.
Place eggs and milk into a bowl and whisk to combine.
Add onion, capsicum, mushrooms, zucchini and broccoli and mix until well combined. Add cheese and season with salt and pepper.
Pour into pastry case and bake for 30-35 minutes or until set.