Brown and drain sausage. Whisk together eggs, milk, and a pinch of salt and pepper; scramble eggs in nonstick skillet over medium heat to desired consistency. Divide sausage, scrambled eggs, Cheddar cheese, and salsa equally among tortillas, spooning ingredients down center of each tortilla. Roll tortillas up.
To Make Ahead: Chill in a zip-top plastic bag up to 3 days or freeze up to 1 month. (If frozen, thaw overnight in fridge before reheating.)