Cook the sausage completely in a large skillet over medium heat until no more pink remains.
Meanwhile, cut the bread into rough, 1 inch cubes, then layer into the bottom of a lightly greased baking dish.
In a mixing bowl, beat together eggs, milk, dry mustard, salt, and pepper.
Once the sausage is done, use a slotted spoon to transfer it to the baking dish, on top of the bread. Then sprinkle on the cheese.
Pour the egg mix over the the baking dish, then cover and refrigerate overnight. (If you're really in a pinch, you can bake it right away, but it's worth it to let it rest.)
Remove pan from oven about 30 minutes before baking. Preheat oven to 350 F and bake until it passes the toothpick test, about 50 minutes.
Remove from oven and let rest 5-10 minutes before serving.
