Preheat your oven to 375°F (190°C). Grease a baking dish.
Cut the gluten-free rolls into quarters. Arrange the roll pieces evenly in the prepared baking dish.
Fold the ham slices delicately around the roll pieces, creating little pockets.
In a large bowl, whisk together the eggs and milk. Season with salt and pepper, to taste (optional). Pour the egg mixture evenly over the ham and roll arrangement in the baking dish. Sprinkle the shredded cheese on top.
Bake for 30-35 minutes, or until the eggs are set and the cheese is melted and bubbly.
Let the egg bake cool slightly before serving. Enjoy!