Trim the crusts off your bread slices and cut them into roughly one-inch cubes. Using slightly stale bread helps it soak up the custard perfectly without becoming mushy.
In a skillet over medium heat, cook your sausage until fully browned and crumbled. Drain any excess fat to keep the casserole from being greasy, then set aside.
In a large mixing bowl, whisk together the eggs, milk, half and half cream, Dijon mustard, Worcestershire sauce, salt, pepper, and nutmeg until everything is well combined and smooth.
Grease your casserole dish lightly. Spread half the bread cubes evenly across the bottom. Sprinkle half the cooked sausage and half the shredded cheddar cheese over the bread. Repeat with the remaining bread, sausage, and cheese layers.
Slowly pour the egg mixture over the layered ingredients, pressing gently to help the bread absorb the custard. Let it sit for about 10 minutes to soak in fully.
Preheat your oven to 350°F (175°C). Place the casserole dish in the oven and bake for 40-45 minutes, or until the top is golden brown and the custard is set in the center. A knife inserted should come out clean.
Let the casserole cool slightly before cutting into squares. Serve warm, alongside fresh fruit or a light salad for a complete breakfast or brunch experience.