Heat the oven to 350°F. Heat the oil in a 10-inch oven-safe nonstick skillet over medium heat. Add the potatoes and cook for about 3 minutes.
Beat the eggs, pico de gallo and cheese in a medium bowl with a fork or whisk. Pour the egg mixture over the potatoes and cook for 3 minutes or until the eggs are beginning to set.
Place the skillet in the oven and bake for 20 minutes or until the eggs are set. Cut the frittata into 6 wedges.