Roast sweet potatoes: Preheat oven to 425° F. Line a rimmed baking sheet with parchment paper. Place the chopped sweet potatoes in a large mixing bowl. Drizzle with the olive oil and sprinkle on the chili powder, salt and pepper. Toss to coat. Spread the sweet potatoes in an even layer on the baking sheet. Bake for 12 minutes. Then toss/flip and continue baking for 8-10 more minutes, until soft in the center and golden brown on the edges. Wipe out the bowl and reserve for mixing the egg mixture.
Reduce oven temperature to 350° F.
Meanwhile, brown the sausage and sauté veggies: Heat a large skillet over medium heat. Add the sausage to the skillet and cook, crumbling, for 2-3 minutes. Then add the chopped mushrooms and diced bell peppers to the skillet and continue cooking until the sausage is browned and cooked through, stirring often. Remove pan from the heat. Drain off excess grease.
Grease a 9x13-inch baking dish.
In the large bowl, whisk together the eggs, milk, garlic powder, onion powder, dried oregano, salt and pepper.
Stir in the roasted sweet potatoes, cooked sausage, mushrooms and bell peppers, ⅔ of the green onions and ⅔ of the shredded cheese into the egg mixture. Pour the egg mixture into the greased baking dish. Sprinkle the rest of the green onions and shredded cheddar over the top.
Bake at 350° F for 35-45 minutes, until the edges are golden brown and the eggs are set in the center. Let rest for 5 minutes before slicing and serving.