Preheat your oven to 425°F (220°C). Cut the cauliflower into bite-sized florets, toss with olive oil, salt, and pepper, and roast for about 20 minutes.
In a mixing bowl, whisk together eggs, grated cheese, black pepper, and salt until fluffy and well combined.
Fold the roasted cauliflower into the egg mixture gently for even distribution.
Heat the skillet over medium heat, pour in the mixture, cook for about 5 minutes, then transfer to the oven and bake for 15-20 minutes until set.
For the lemony yogurt, mix yogurt with the zest and juice of the lemon in a small bowl.
Serve the frittata warm or at room temperature, drizzled with lemony yogurt and garnished with arugula.