Crumble the sausage into a large skillet and place it over medium heat. Cook the sausage until no longer pink, stirring frequently. Drain well.

In a large bowl, whisk the eggs with the milk, ground mustard, salt, pepper, paprika, and nutmeg. Add the drained sausage, bread cubes, and shredded cheese.

Transfer the mixture to a 2-quart baking dish. Cover the baking dish and refrigerate overnight.

Remove the casserole from the refrigerator about 1/2 hour before baking.

Preheat the oven to 325 F.

Bake for about 1 hour to 1 hour and 10 minutes, or until the casserole is set. A knife inserted into the center of the custard should come out clean.