Put non-stick baking paper in each muffin cup, positioning two sheets to create cups. Line each cup with a piece of bacon.
Heat the oil in a non-stick frying pan over a medium heat. Add the sausages and cook for 2 to 4 minutes, until golden brown. Transfer onto kitchen paper to remove any excess fat. Cut into bite-size pieces and set aside.
Whisk the eggs and milk together in a bowl. Add the sausage bits and cheese and season with salt and pepper. Evenly pour the egg mix into each cup and transfer to the oven. 5 Bake for 10 to 15 minutes, until the eggs are set. Remove from the oven and serve as individual portions.