Preheat the oven to 400 degrees F. Place the red pepper slices on a baking sheet. Once the oven is heated, place in the oven for 15 minutes.
While the red pepper slices are roasting, whisk together the eggs and milk. Pour into a non-stick pan and heat over medium-high heat. Sprinkle with salt and pepper.
As eggs begin to solidify, push eggs from outer side of the pan towards the center. Move around the pan until eggs are cooked through. Remove pan from heat.
Scoop half the eggs from the pan and place on top of one of the tortillas. Add red pepper slices (be sure to remove from the oven if you haven't already!), salsa, cheese and cilantro. Top with the other tortilla and you have your first quesadilla. Repeat this for the second tortilla.
In a medium pan, heat a Tablespoon of olive oil. Add one of the quesadillas. Heat each side for approximately 2 minutes on medium-low heat or until cheese melts. Remove and plate. Repeat with the second quesadilla.