SPRAY an 8 x 8-inch glass baking dish with no-stick cooking spray.
BRUSH bread slices with melted shortening. Place 4 slices in prepared dish. Top with half the sausage, chiles and cheese. Top with 4 more slices of bread, then remaining sausage and chiles.
BEAT together eggs, milk, mustard, salt and pepper. Pour egg mixture over the layers; sprinkle with remaining cheese.*
HEAT oven to 350 degrees F. Bake about 40 minutes or until puffed and center is set. Let stand 5 to 10 minutes before cutting into squares.
* Can be prepared a day ahead to this point. Cover and refrigerate until ready to bake.