Heat olive oil in a 20cm oven-safe frying pan over medium heat. Add onion and season with a little salt and pepper. Cook, stirring, until translucent. Add the salmon and olives; cook and stir briefly to release the flavours.
In a medium bowl, whisk together the eggs, milk and cream. Pour over the salmon and onion and stir gently. Scatter cubes of cheese over the top. Cook over medium heat without stirring until the edges appear firm.
Place the frying pan in the preheated oven and bake for 20 minutes or until nicely browned and puffed. Turn out onto a serving plate and cut into wedges to serve.
The trick for a perfect frittata is to cook over a medium to low heat and allow the mixture to set slowly without stirring. Stirring once the egg has begun to set will break the mixture apart. Too high a heat will burn the base before the egg is set sufficiently to finish in the oven or under the grill.