Cut a small, deep circle in the tops of the rolls being careful not to pierce the bottom. Remove the cut circle and any more needed bread with your fingers until the roll looks like a mini bread bowl.
Brown the sausage until slightly crisp and drain off any fat. Set aside until lightly cooled.
Combine the eggs and heavy cream, whisking until well combined and smooth. Add the cheese, onion, salt, pepper, and sausage.
With a measuring spoon or cookie scoop, evenly distribute the egg mixture between the cut rolls until it is all used.
Cover the rolls with plastic wrap and refrigerate for at least an hour, up to overnight.
Remove from fridge and bake in a preheated oven at 350° for 20-25 minutes or until a knife inserted into the middle of the roll comes out clean and the egg is set.