Preheat the oven to 200C (180C fan/400F). It's easiest to make the filling in a jug - it will make pouring the filling easier later. Start with your milk, then add your salt, pepper, and sage.
Break in your eggs and give the milk a good mix.
Pour the oil into a large roasting dish. Halve and de-seed your peppers (being careful not to pierce the skin) and then place on the tray.
Fill the cups generously with your fillings.
Top with the cheese, then carefully pour in the mix. If any of your peppers are unstable, you can place a little bit of screwed up foil underneath them to keep them level.
Bake in the centre of the oven to for 25 minutes until golden and delicious.