Step 1: Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper for easy cleanup.
Step 2: If using raw crumbled sausage, cook it in a skillet over medium heat until browned and cooked through. Drain any excess grease. If using pre-cooked links, ensure they are heated according to package directions or quickly warmed in a skillet.
Step 3: In a medium bowl, whisk the eggs with milk, salt, and pepper until well combined. Cook the scrambled eggs in a non-stick skillet over medium-low heat until just set and fluffy. If adding cheese, stir it in immediately after removing from heat so it melts into the warm eggs.
Step 4: Unroll the crescent roll dough and separate it into 8 triangles. A Quality Chef's Knife can help achieve clean separations if the dough is sticky.
Step 5: Place a spoonful of scrambled eggs and one cooked sausage link (or a generous spoonful of crumbled sausage) at the wide end of each crescent roll triangle.
Step 6: Roll the dough tightly from the wide end towards the pointed end, completely encasing the filling. Place the assembled pigs in a blanket on the prepared baking sheet.
Step 7: Bake for 12-15 minutes, or until the crescent rolls are golden brown and puffed up, indicating they are cooked through.
Step 8: Serve warm with your favorite dipping sauces, such as ketchup, hot sauce, or even a side of maple syrup for a sweet-and-savory combination.