In a frying pan over medium heat, brown sausages, about 6-7 minutes. Remove the sausages from the pan and pat down well with paper towel to get rid of excess grease. In the same pan, cook the peppers for about 5-6 minutes or until softened.
In a medium-sized bowl, beat eggs with milk, salt, pepper and dry mustard.
Spray a 9 x 13 inch casserole dish with cooking spray.
Distribute sausages evenly across the bottom of the dish. Next, evenly spread the cubed bread and sliced peppers on top of the sausages. Pour the egg mixture over the sausage, bread and peppers. Top with shredded cheese.
Allow casserole mixture to sit in the fridge for at least 2 hours or overnight.
When ready to bake, preheat oven to 350 degrees F. Bake for 60-80 minutes or until egg is set when you cut into it and casserole is slightly browned on the top. Allow casserole to cool for at least 10 minutes to allow it to set.