Preheat oven to 325°. Remove and discard casings from sausage. Cook sausage in a large skillet, stirring until sausage crumbles and is no longer pink; drain.
Add onions, zucchini, salt and pepper. Sauté for 4 minutes. Stir in roasted peppers; drain and cool.
Spread 4 cups Italian bread cubes in a lightly greased 13-by-9-inch baking dish. Top the layer of cubes with half of the sausage mixture and half of the cheese. Create another layer with remaining bread, sausage and cheese.
Whisk together eggs and milk. Pour egg mixture over cheese. Cover and chill for 8 hours. Bake, covered, for at least 1 hour or until bubbly and hot.