Preheat oven to 350°F and grease a pie dish with butter.
Combine eggs, heavy cream, coconut milk, salt, pepper, parmesan cheese, and coconut flour in a large bowl. Mix well until smooth. Set aside.
Heat a large skillet under medium heat. Add olive oil, onions, mushrooms, sun dried tomatoes and asparagus. Cook for 3-4 minutes until slightly tender. Remove from heat and let cool.
Stir vegetables and goat cheese into egg mixture. Pour contents into prepared baking dish. Top with mozzarella cheese.
Bake for 40-45 minutes until the top is golden brown.