Chop onions, mushrooms, and bell peppers; Slice avocado and separate oranges into wedges. Spray a large skillet with cooking spray and heat over medium.
Add vegetables to skillet. Cover and cook for 5 minutes or until vegetables begin to soften, stirring occasionally. Remove from skillet.
Whisk together eggs. Spray same skillet with cooking spray and heat again over medium.
Add eggs and cook until no longer runny, stirring to scramble. Add vegetables to eggs and cook for 1 minute longer; remove from heat.
Top eggs with avocado slices. Serve with toasted bagels and orange wedges on the side.