Place a cooling rack on top of a cookie sheet and spray with cooking spray.
In a medium skillet over medium heat, add in the sausage and cook until browned and cooked through, ~5-7 minutes. You want smaller sized pieces here.
When the sausage is cooked through, remove from pan.
While the sausage is cooking break the eggs into a bowl, add the milk and pepper.
Using a whisk or fork, whip up the eggs until frothy.
When the sausage is done and removed from the pan, add the egg mixture to the pan and using a rubber tipped spatula, scramble the eggs.
Cook for 2-3 minutes until the eggs are set.
Remove the eggs from the pan and set aside.
Next lay an egg roll wrapper down to where it is in a diamond shape and lightly brush with water. These are often a bit dry so if you do not moisten it, they will crack when you try to roll them.
Lay down a slice of cheese not quite in the middle of the wrapper.
Next top scoop of the egg mixture (about 1-2 tablespoon) and a few pieces of sausage (be sure to leave at least half of the sausage pieces left for the gravy.
Begin rolling by taking the bottom and ‘tucking’ under the mixture.
Bring in the sides and then continue rolling. I tend to take a dab more water to ‘seal’ the edges when I get to the end.
Set aside and repeat for the remaining wrappers.
Lightly spray the entire egg roll with cooking spray and set on the cooling rack.
Bake for 8 minutes, flip, spray again and bake for another 5-8 minutes until golden brown and crispy. I sometimes will broil them for a minute to get that extra crunch.
While the egg rolls are baking, make the sausage gravy by adding the cooked sausage back into the sausage/egg pan and putting the heat to medium.
When the sausage starts to sizzle add in the flour, whisking and cooking for 1 minute.
Next add in the milk and whisking bringing the gravy to a boil.
Reduce the heat to a simmer and cook for 2 minutes.
Add in the salt and pepper and serve immediately with the egg rolls.