In a medium bowl, whisk together the eggs and milk until well combined. Stir in the cheddar cheese, cooked sausage, bell pepper, onion, salt, and black pepper.
Heat a non-stick skillet over medium heat and lightly coat with cooking spray or olive oil.
Pour the egg mixture into the skillet and cook, stirring occasionally, until the eggs are fully cooked and scrambled, about 5-7 minutes.
Remove the skillet from heat and let the mixture cool slightly.
Warm the tortillas in a microwave for about 20 seconds to make them pliable.
Spoon about 2-3 tablespoons of the egg mixture onto the center of each tortilla. Roll the tortilla tightly around the filling, tucking in the sides as you go.
Place the rolled taquitos seam-side down in the skillet and cook over medium heat for 2-3 minutes on each side, or until golden brown and crispy.
Serve warm with sour cream and salsa, if desired.