1) Put an oven rack in the centre of the oven. Preheat the oven to 180 degrees, gas mark 4.
2) In a medium bowl, whisk the egg whites until fluffy, about 30 seconds. Add the cream, lox, lemon zest, salt, and pepper.
3) In a 25cm, ovenproof, non-stick skillet, heat the oil over medium heat. Add the rocket and garlic. Cook, stirring frequently, until the rocket has wilted, about 1 minute. Pour the egg mixture into the pan and stir to combine the ingredients. Cook, without stirring for 4 minutes. Transfer the skillet to the oven and bake until set, about 10 to 12 minutes.
4) Slide the frittata onto a platter. Using a serrated knife, cut the frittata into wedges and serve warm or at room temperature.