Spray an 8-inch non-stick skillet with cooking spray.
Warm a tortilla per package instructions or over a flame on the stove. Then lay the tortilla out on a plate.
In a small bowl, beat together the egg and milk until combined. Heat the pan over medium-low heat and pour the egg mixture into the pan. Gently tilt the pan as needed to spread the eggs out evenly into the bottom of the pan. Season the eggs with salt and pepper, to taste.
Cook until the bottom of the eggs become set and are opaque in color, while the top of the eggs are still a little wet; about 2 to 3 minutes.
To flip, use a heat-resistant spatula to check around the edges of the pan to ensure the eggs are loose. Then carefully tip the pan so that the eggs slide onto the spatula and flip them over into the pan. Continue to cook until the egg is fully set; about 1 minute longer.
Use the spatula to help slide the cooked eggs directly on top of the tortilla and top with spinach leaves.
Place two sausage links end-to-end into two rows about 2 inches apart. This will ensure that there will be some of the sausage links in each roll. Finally top the sausage, spinach, eggs, and tortilla with the shredded cheese.
Roll the tortilla somewhat firm enough so you don't tear or shift around the ingredients. Cut the roll-up in half, then cut in half again, so that you have four small rolls. Serve warm.
Top the pan with a lid if you do not want to flip the egg; cook through.You may want to cut off the outside edges to make the edges of the roll-ups neater. Most of the time the ends won't have that much filling if any at all.You can skewer the roll-ups together with a toothpick if they try to come apart. However, if you place them inside a small container and lay the ends against each other or side of the container they will set up in the refrigerator and should not come unwrapped after they are warmed.
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