Whisk the eggs with the milk and a small pinch of salt in a bowl. Set aside.
Heat the olive oil in a nonstick skillet over medium heat. Add the Cajun seasoning and let it toast in the oil for about 30 seconds, stirring constantly so it doesn't burn.
Add the bell pepper and onion and cook for 3 to 4 minutes, stirring occasionally, until softened.
Stir in the cooked lentils and cook for 1 to 2 minutes, just until they're warmed through.
Push the lentil mixture to one side of the pan and pour the whisked eggs into the empty space.
Let the eggs sit for about 15 seconds, then gently fold and stir them as they set, gradually bringing in the lentil mixture from the side.
Continue folding everything together until the eggs are just set but still slightly glossy, about 2 more minutes.
Scatter the cheese over the top and remove from heat, letting it melt for about 30 seconds.
Divide onto plates, top with scallions, and serve right away.