Preheat oven to 375F. Brown the sausage in a large skillet over medium heat until almost cooked through.

Add the cabbage, zucchini, and onion, cooking until the vegetables are tender and the sausage is fully cooked. Pour the mixture into a greased casserole dish.

In a mixing bowl, whisk the eggs, mayonnaise, mustard, sage, and cayenne pepper until smooth.

Add two-thirds of the shredded cheese to the egg mixture and stir.

Pour this mixture over the sausage and vegetables in the casserole dish.

Top the casserole with the remaining shredded cheese. Bake for 30 minutes, or until the casserole is bubbling around the edges and the cheese is melted and beginning to brown.

Remove from the oven and serve hot.