Fry the bacon in a pan set to medium heat until crispy. Transfer the bacon to a plate lined with paper towel to absorb excess oil. Set aside.
Whisk the eggs, milk, salt, pepper and nutmeg in a bowl. For extra flavour, you can add any herb or seasoning of your choice.
Slice the tops off the buns and remove the bread from the center, creating bowls. Place the bowls on a baking sheet lined with aluminum foil. Evenly distribute the bacon and cheese between the bread bowls, then pour the egg mixture on top.
Bake at 320F for 30-40 min, until the egg has set and is lightly browned. Remove from the oven and enjoy!