Preheat your oven to 375°F (190°C). Line a baking sheet with parchment paper or lightly grease it with non-stick cooking spray.
In a large mixing bowl, combine the ground sausage, shredded cheddar cheese, and baking mix.
Pour in the milk and mix everything together until well combined. You may need to use your hands to fully incorporate the ingredients.
Roll the mixture into 1-inch (2.5cm) balls and place them on the prepared baking sheet, leaving some space between each ball.
Bake in the preheated oven for 20-25 minutes, or until the sausage balls are golden brown and cooked through.
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