In a blender whirl the eggs, half-and-half, Parmesan cheese, salt, and pepper for 10 seconds. Set aside.
Prepare the grill for direct cooking over medium heat (350° to 450°F) and preheat the skillet on the cooking grate for 3 minutes.
Add the oil to the skillet and then the asparagus; stir briefly. Cook over direct medium heat, with the lid closed, for 2 minutes. Wearing barbecue mitts, remove the skillet from the grill and roll the asparagus around in the skillet so that the oil coats the bottom and sides of the pan evenly. Place the skillet back on the cooking grate, arrange the asparagus in an even layer, and then scatter the garlic, tomatoes, and feta on top of the asparagus. Pour the egg mixture into the skillet. Grill the frittata over direct medium heat, with the lid closed as much as possible, until the eggs are puffed, browned, and firm in the center, about 15 minutes. Remove from the grill and serve immediately.
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