Spray skillet with cooking spray and heat over medium. Whisk together eggs, salt and milk. Grate zucchini, and dice pepper and mushrooms; stir into eggs.
Pour egg mixture into skillet and cook for 3-4 minutes without stirring. Pull eggs from sides of skillet in towards center and allow uncooked eggs to move to the edge of skillet. Cook for 1-2 minutes longer. Stir eggs and cook until no longer runny.
Toast bread and spread with butter. Slice oranges. Serve eggs alongside toast and orange wedges.