Preheat oven to 350 F. Lightly spray 12-cup muffin pan with nonstick cooking spray.
In medium nonstick pan, heat oil over medium-high heat. Cook onions and mushrooms 10 minutes, or until soft, stirring occasionally.
Warm turkey sausage according to package directions. Chop turkey into bite-size pieces. Stir into onion mixture until well blended. Spoon into muffin cups.
In small bowl, whisk eggs, milk and pepper. Pour egg mixture into muffin cups. Top with cheddar cheese.
Bake 25 minutes, or until eggs are set. Remove from oven. Let cool slightly. To easily remove muffins from pan, run knife around edges of each muffin.