In a large skillet over medium heat, cook sausage links for 7-10 minutes until browned. Set aside on paper towel to drain grease.

Whisk together eggs, milk, salt, and pepper in a bowl. In the same skillet, add butter and the egg mixture; cook gently for 3-5 minutes until fluffy.

Preheat oven to 375°F. Unroll dough, cut into triangles. Place sausage and eggs on each triangle, sprinkle cheese, and roll up.

Place roll-ups on a baking sheet pointed ends down. Bake for 12-15 minutes until golden brown. Cool slightly before serving.