Preheat oven to 375ºF. Heat oil in a large skillet over medium. Add shallot, and cook, stirring often, until softened, about 1 minute. Add spinach in batches, and cook each batch, stirring often, until wilted, 1 to 2 minutes, before adding next batch. Stir in salt and 1/2 teaspoon of the pepper. Remove from heat.
Divide feta, tomatoes, and olives among 12 silicone muffin cups on a baking sheet. Squeeze any excess water from spinach mixture, and divide among cups.
Whisk together eggs, yogurt, oregano, and remaining 1/4 teaspoon pepper in a large bowl until well blended. Divide egg mixture evenly among muffin cups. Gently stir with a wooden pick to distribute fillings.
Bake until frittatas are just set, 25 to 30 minutes. Let cool 5 minutes, and then pop frittatas out of muffin cups. Serve hot.
Make Ahead: Let frittatas cool completely; cover and refrigerate. Eat cold or reheat in microwave or wrapped in foil in toaster oven.