Whisk eggs together lightly and season with salt and pepper.
Heat a non-stick frying pan with oil and cook courgette and spring onions with garlic and chilli until softened. Add capsicums and cook for a few more minutes. Cool slightly.
Heat a non-stick frying pan with oil spray. Place a 20cm-round cake ring in pan, lightly sprayed with oil. Pour in a sixth of the egg mixture swirling to cover base of ring. Cook until egg is set and lightly browned at edges. Remove and repeat with remaining mixture to make 5 more pancakes.
To make filling, mix cream cheese with milk and parsley. Season with salt and pepper.
Preheat oven to 180ºC. Take a pancake and place on a lightly greased baking tray. Spread with some filling. Repeat the layers, leaving the top pancake uncovered. Bake for 10 minutes or until warmed through. Top with rocket and some parmesan shavings, if preferred, before serving.