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When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 350F and preheat, lid closed, for 10 to 15 minutes.
In a medium sized mixing bowl, combine the eggs, cream, and salt and pepper. Whisk to combine. Stir in the chives, if using. Stir in the cheese. Set aside.
Melt the butter in a large oven-proof skillet, preferably nonstick or well-seasoned cast iron, over medium heat on the stovetop. Saut the mushrooms, asparagus, and red bell pepper until tender, about 5 minutes. Stir in the ham.
Distribute the ingredients evenly over the bottom of the skillet. Pour the egg mixture evenly over the vegetables and meat. Place the skillet on the grill grate and cook the frittata until it is firm in the center and lightly browned on the bottom, 15 to 20 minutes. Allow the frittata to cool for 5 minutes before slicing into wedges and serving.