Preheat oven to 350°F and line a baking sheet with parchment paper.
Unroll the pizza dough onto the parchment paper and press into a rectangle.
Sprinkle the cooked breakfast sausage down the center (the middle 1/3) of the rectangle.
In a small bowl, whisk together the eggs, milk, black pepper and red bell pepper.
Pour the egg mixture into a hot skillet, scrambling until cooked.**
Sprinkle the eggs over the sausage.
Next, sprinkle the cheese over the eggs.
Use the pizza cutter to cut each side of the breakfast braid into 12-15 strips.
Fold the strips of dough over the filling, alternating sides.
Bake for 20 minutes or until golden brown on top.
Brush with melted butter and serve warm.