Preheat oven to 325 degrees. Coat a nonstick muffin tin generously with cooking spray.
Heat a large nonstick skillet over medium-high heat. Add sausage and cook until golden brown, 6-8 minutes. Transfer to a bowl and cool.
Add oil to the pan. Add mushrooms and cook, stirring often, until golden brown, 5-7 minutes. Transfer mushrooms to the bowl with the sausage. Let cool for 5 minutes.
In a bowl, eggs, milk, salt and pepper.
Divide the egg mixture evenly among the prepared muffin cups. Sprinkle each with sausage mixture, mushrooms, cheese and scallions. Bake until the tops are beginning to brown, approximately 25 minutes.
Let cool on a wire rack for 5 minutes.