Preheat your oven to 400°F (200°C) and line a baking sheet with parchment paper.
Divide the prepared bagel dough into four equal portions and shape each into a smooth ball. Use your fingers to create a hole in the center of each dough ball, enlarging it to form a bagel shape.
Bring a large pot of water to a gentle boil, then carefully drop the bagel shapes into the water, a few at a time. Boil for about 1-2 minutes per side until they puff slightly and develop a sheen.
Use a slotted spoon to transfer the boiled bagels onto the prepared baking sheet. Bake for 10-12 minutes until golden brown and firm to the touch.
While the bagels are baking, whisk the eggs with milk, salt, and pepper in a bowl until well combined. Stir in the shredded cheese so it melts slightly into the mixture.
Once the bagels are baked and slightly cooled, carefully cut a small opening into the side of each bagel without piercing all the way through.
Pour the egg mixture into each bagel opening, filling it to the brim. The mixture should start to seep into the bagel, creating layers of egg and cheese inside.
Place the filled bagels back onto the baking sheet and bake for another 10 minutes until the eggs are set and the cheese is gooey, and the outside remains crispy.
Remove the bagels from the oven and let them sit for a minute to settle. Slice open if desired and serve warm, enjoying the crispy exterior and cheesy, fluffy interior.
