If you will bake immediately, preheat the oven to 350°F and spray a 9x13-inch casserole dish with cooking spray. If you are making this ahead, spray the dish now but do not preheat the oven.
Trim the crusts (if desired) and arrange the 6 slices of bread in a single layer in the prepared dish, cutting pieces to fit so the bottom is covered.
In a large skillet over medium heat, brown the 16 ounces of sausage, breaking it into crumbles as it cooks. Spoon off and discard any accumulated fat.
Evenly sprinkle the cooked sausage over the bread layer, then sprinkle the 1 cup shredded cheddar cheese evenly over the sausage.
In a medium bowl, whisk together the 3 slightly beaten large eggs, 1¼ cups milk, ¾ cup half and half, 1 teaspoon Dijon mustard, 1 teaspoon Worcestershire sauce, ½ teaspoon salt, a dash of pepper, and a dash of ground nutmeg until combined.
Pour the egg mixture evenly over the sausage and cheese layers. Press down gently on the bread so it soaks up the custard.
If making ahead, cover the dish tightly with plastic wrap and refrigerate for several hours or overnight. If baking now, proceed to step 8.
When ready to bake: remove the casserole from the refrigerator (if chilled), remove the plastic wrap, and let stand about 30 minutes to come toward room temperature. Preheat the oven to 350°F if you have not already.
Bake the uncovered casserole at 350°F for 30 to 35 minutes, until the center is set and the top is nicely browned. Let the casserole rest a few minutes before serving.