Preheat oven to 400ºF.
Baste the inside of each cup of a 6-cup muffin tin with the melted butter and set aside.
In a medium-size mixing bowl, whisk together the eggs and milk then fold in sausage crumbles and cheese, and set aside.
Cut a slit in the corner of each slice of bread from the middle of the slice to the edge and lightly press it into a cup of the muffin tin, overlapping the pieces where you cut the slit so it fits into the cup without tearing. Repeat with the remaining bread.
Carefully pour the sausage, egg and cheese mixture into each cup. Bake in the oven for 15 minutes, until egg is set and bread is golden brown. Remove each sausage egg and cheese cup from the muffin tin and serve.