In a frying pan, cook breakfast sausage for about 5 minutes on medium-high heat ( make sure to break the sausage into bite-size pieces). Add the shallot, yellow bell pepper, and white mushrooms to the pan. Cook for 5 minutes on medium heat until the veggies start to cook through. Turn the heat off and place the sausage/veggie mixture to the side.
Preheat the oven to 400 degrees Fahrenheit.
In a large bowl, beat eggs with whole milk, cheddar cheese, Dijon mustard, salt, and pepper. Then add the two pieces of bread to the egg mixture (cut the bread in 1x1 pieces).
Mix well with a spoon then add sausage/veggies to the egg mixture. Using an oven-proof casserole dish and spray with cooking spray. Then add the egg mixture to the casserole dish. Bake in the oven for 30 minutes at 400 degrees.
Remove from the oven and serve immediately.