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When ready to cook, start the Traeger grill on Smoke with the lid open until the fire is established (4 to 5 minutes). Set the temperature to 350 degrees F and preheat, lid closed, for 10 to 15 minutes.
Trim crust from bread and fit it into the bottom of a 9 by 13 baking pan. Brown sausage and drain off any excess fat.
Stir mustard into sausage. Spoon sausage evenly over bread, and sprinkle with cheese.
Combine remaining ingredients (eggs, milk, half and half, salt, pepper, nutmeg, and Worchestershire sauce) and then pour over cheese and sausage.
Bake on the Traeger for 25 to 30 minutes. Serve warm. Enjoy!
Traeger Grill and Baldface Lodge Combine Forces