Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper.
In a skillet over medium heat, cook the sausage links until browned and fully cooked. If using ground sausage, crumble and cook until browned. Remove from the skillet, drain on paper towels, and set aside.
In a bowl, whisk the eggs with milk (if using), salt, and pepper. In the same skillet over medium heat, add a small amount of butter or oil if needed, then pour in the eggs. Cook, stirring gently, until the eggs are just set and fluffy. Remove from heat.
Unroll the crescent dough and separate it into 8 triangles. On the wide end of each triangle, add a small spoonful of scrambled eggs, a sprinkle of cheese, and a few pieces of sausage. Roll up each triangle from the wide end to the narrow end, tucking in the sides slightly to seal.
Place the roll-ups on the prepared baking sheet. Bake for 10-12 minutes, or until golden brown and fully cooked.
Serve warm, optionally with hot sauce, salsa, or a side of fruit for a complete breakfast.