Heat oil in heavy 10-inch skillet over medium heat. Cook leek with a pinch of salt, stirring occasionally, until leeks soften and start to turn translucent, 5 to 6 minutes. Add jalapeno and zucchini; season with pinch of salt. Cook until zucchini start to get tender and pale green, about 5 minutes. Add asparagus and cook until bright green, about 1 minute. Add spinach and another pinch of salt, cooking until wilted, 1 minute. Stir in cooked potatoes and heat through, about 5 minutes.
Crack 12 large eggs into a bowl. Add cayenne, salt, and pepper. Whisk for at least 30 seconds. Pour eggs into over vegetables in skillet over medium heat. Add 3 ounces of crumbled goat cheese; stir lightly until evenly distributed. Top with remaining cheese. Remove from heat.
Bake in preheated oven until eggs are set, 12 to 15 minutes. When nearly set, turn on broiler. Broil frittata until top browns, 1 to 2 minutes. Cool slightly; serve warm.