Heat medium non-stick skillet over medium heat. Add butter. When melted, add onion and green pepper. Cook until soft, stirring frequently, about 5 minutes. Add ham.
Beat together eggs, salt and cayenne pepper with a fork. Pour into skillet. As mixture begins to set, gently move spatula across bottom and sides of skillet to form large, soft curds. Cook until eggs are thickened and no visible liquid egg remains, but they are still moist.
Spread a little mustard inside pita halves. Spoon filling into pita halves and garnish with lettuce and Canadian Monterey Jack cheese.