Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper or lightly grease it with butter or cooking spray.
Open the can of crescent roll dough and unroll it onto a clean surface. Separate the dough into individual triangles as per the package instructions.
In a small bowl, combine the cooked breakfast sausages, shredded cheddar cheese, milk, salt, and pepper. Mix until well incorporated.
Place a spoonful of the sausage mixture at the wider end of each triangle of dough. Gently roll the dough around the filling, starting from the wide end and tucking in the sides as you go to create a snug wrap.
Arrange the rolled pigs in a blanket on the prepared baking sheet, spacing them about an inch apart for even cooking.
Bake in the preheated oven for 12-15 minutes, or until the crescent dough is golden brown and puffed.
Remove from the oven and let cool for a couple of minutes. If desired, garnish with chopped chives or parsley before serving.