Finely dice mushrooms and 1/4 of the bell pepper; cut remaining pepper into thin strips and set aside.
Heat a skillet over medium-low heat.
Add mushrooms and diced peppers to hot skillet; cook and stir for 1-2 minutes. (If veggies begin to stick, add a bit of cooking spray.)
In a medium-sized bowl, beat together eggs, milk, salt, and pepper until fluffy.
Add eggs to veggies and cook for 2-3 minutes before stirring, then stir and continue to cook until eggs are nearly set.
Stir in cheese and allow to melt, then remove from heat.
Slice pitas in half and gently open pockets; stuff each with egg mixture.
Serve warm with pepper slices and applesauce on the side.