Grease four air-fryer-safe silicone egg cups and arrange with space around them.
Whisk eggs, milk, salt and pepper and divide evenly among the cups.
Air fry at 300°F for 7 minutes, then 1 to 3 minutes longer until set and 160°F; rest 2 minutes.
Place an egg patty and fully cooked sausage on each muffin bottom, add cheddar and close.
Air fry in one layer at 350°F for 3 to 5 minutes until cheese melts and the muffin is crisp.
Serve immediately, or cool the components until no longer steaming before wrapping for storage.