How to Make It
Heat oven to 400°F. Heat oil in a large ovenproof skillet over medium. Add leeks and garlic and cook, stirring often, until softened, about 3 minutes. Add Brussels sprouts and ½ teaspoon salt and cook, stirring occasionally, until crisp-tender and browned in spots, 6 to 7 minutes. Remove from heat and set aside.
Whisk together eggs, yogurt, thyme, ½ teaspoon each salt and pepper and ¾ cup Pecorino.
Return the skillet to medium heat and pour the egg mixture over the Brussels sprouts and leeks. Cook until frittata is set just around the edges, 3 to 4 minutes. Top the frittata with remaining ¼ cup Pecorino and transfer the skillet to the oven. Bake until the frittata is just set in the center, 10 to 12 minutes.