Preheat oven to 400°F (200°C).
Heat oil in a 10-inch ovenproof skillet such as a cast iron over medium heat. Cook shallot until softened, about 2 minutes; add kale and sausage and cook until kale is slightly wilted, 2 to 3 minutes. Remove skillet from heat.
Blend eggs, nut cream cheese, salt, and red pepper flakes in a bowl using an immersion blender until smooth; pour into skillet.
Bake in preheated oven until frittata no longer wobbles when you shake the handle, 15 to 20 minutes.
Top frittata with avocado and parsley as desired. Cut into slices to serve.