Heat a large nonstick skillet coated with cooking spray over medium-high heat. Add onion (very finely chopped because the frittatas will be small and you don’t want big chunks of onion); sauté 2 minutes or until crisp-tender and lightly browned.
Add ham; sauté about 3 minutes. Remove from heat; let cool while you combine the other ingredients. Combine eggs, pepper, thyme, cayenne, and cheese in a large bowl; stir with a whisk. Add ham and onion mixture, stirring with a whisk. Spoon mixture into 24 miniature muffin cups coated with cooking spray. Each cavity will only hold about two teaspoons of the mixture. It won’t seem like enough but remember they will puff up during cooking. They do end up fairly small, but if serving as an hour’derves they are the perfect size for a one bite treat. If you want them bigger, like the size of a mini cupcake, they only fill 12 of the cavities in the mini muffin tin. Bake at 350° for 20 minutes or until set.