Preheat your oven to 350°F (175°C).
In a skillet over medium heat, cook the sausage until browned.
Add the diced onions and bell peppers to the skillet, cooking until soft.
In a large bowl, whisk together the eggs, milk, salt, pepper, and oregano.
Combine the sausage and vegetable mixture with the bread cubes in a large bowl.
Pour the egg mixture over the bread mixture, stirring gently to combine.
Transfer the mixture to a greased baking dish and top with shredded cheese.
Bake for 45-50 minutes or until the center is set and lightly golden.
Allow to cool for a few minutes before serving.
