Slice tops off rolls about 3/4-inch from top. With a fork, scrape out the insides of bottom, leaving about 1/2-inch wall all around. Save crumbs for another use. Set rolls aside.
In 10-inch omelet pan or skillet over medium heat, cook bacon until crisp. Drain well. Crumble. Pour off and discard fat. Add mushrooms, onions and pepper to pan. Cook until tender but not brown, about 5 minutes. Stir in drained bacon.
In medium bowl, beat together eggs and milk until blended. Pour into pan over vegetables. As mixture begins to set, gently draw an inverted pancake turner completely across bottom and sides of pan, forming large soft curds. Continue until eggs are thickened and no visible liquid egg remains. Do no stir constantly.
Spoon egg mixture into hollows of reserved rolls. Top each roll with 1 slice each of ham and cheese. Broil about 6-inches from heat until cheese is melted, about 3 minutes. Cover with reserved roll tops.Servings: 6