Pre-heat oven to 350 degrees F. Lightly grease a 12 cup muffin tin with cooking spray.
Divide the finely chopped bread between the 12 muffin cups. You should use a standard size slice of bread and have enough to just cover the bottom of the muffin cup.
Whisk together eggs, milk, salt and pepper. Divide egg mixture between the 12 muffin cups. Top each cup with about a teaspoon of cheese. Place in the fridge to allow eggs to soak into the bread while you chop the veggies.
Chop peppers and mushrooms. You want to pieces the be very small so they cook quickly. Remove eggs from fridge and evenly divide the veggies into the muffin cups.
Evenly, distribute the chopped bacon in the egg cups.
Top egg cups with remaining cheese.
Bake, uncovered, for 10 minutes.
Notes
After baking, allow the egg cups a rest a few minutes before removing them from the muffin tin.