Preheat the oven to 325 degrees F.
Heat the avocado oil in a large oven-safe skillet (I use a 12-inch cast iron skillet) over medium heat. Add the chopped mushrooms and cook, stirring occasionally, until much of the moisture has cooked off the mushrooms and they are deeply brown, about 8 minutes.
Add the garlic, collard greens, herbs, and half of the sea salt. Continue cooking until garlic is very fragrant and greens have wilted, about 3 to 4 minutes.
In a mixing bowl, whisk together the eggs, feta, almond milk and remaining sea salt until well-combined. Evenly pour this mixture into the skillet with the vegetables. If need be, use a wooden spoon to shift the ingredients around until it appears as though the vegetables are well-distributed.
Bake on the center rack of the preheated oven 25 to 30 minutes, or until frittata is cooked through.
Allow frittata to cool 10 minutes before slicing and serving.