Preheat oven to 400 degrees. Grease 9 cups of a 12-cup muffin tin. This recipe makes 18 muffins so you'll need to make this recipe in two batches. (9 muffins first and then 9 more in the next batch)
Unfold the sheet of puff pastry onto a lightly floured surface. Roll into a 12x12 square. Cut the pastry dough into 3 even strips. Cut each strip into 3 pieces so you have 9 even squares. Place 1 square into each greased cup and keep the corners folded over the edge. Add 1½ tablespoon of cooked sausage to the bottom of each pastry cup. Sprinkle 1 tablespoon of shredded cheese over sausage in each cup.
In a medium bowl, whisk eggs, milk, and spices together. Using a ladle, very slowly pour about 1 ounce of egg mixture into each pastry cup, being careful not to let them overflow. You should fill only about halfway - the egg will puff up as it bakes.
Fold the puff pastry corners over the mixture
toward the center, pinching the corners together. Mix an egg wash together and gently brush the tops with it. This will give the tops a beautiful golden sheen. Bake in preheated oven for 22-25 minutes, or until golden brown on top.
Remove from oven and let cool for 5-10 minutes. Remove from muffin cups and serve immediately. Repeat with second batch of puff pastry and remaining filling ingredients.