Using a mixing bowl, whisk together the eggs, milk, salt and pepper.
Heat a large skillet over medium heat and then add butter. Once it melts, add egg mixture.
Cook for 30-60 seconds, allowing the eggs to begin hardening. Gently push the edges of omelet in towards the center of the pan. Tilt pan around to force the runny parts to fill more of the pan and begin to cook as well. Allow eggs to completely cook through; 3-4 minutes.
Sprinkle half with cheese and add slices of avocado. Fold over and cover with the other half of the omelet. Cut into 4 equal pieces and serve each slice with orange wedges.