Cook sausage in a large pan over medium heat, stirring to crumble. Add spices, onion, green pepper, and sweet potatoes. Cook, stirring occasionally, for 5-7 minutes. Remove from heat and cool slightly.
Spray a 9x13 baking dish with nonstick cooking spray. Spread sweet potato and sausage mixture in the bottom.
Whisk together the eggs and coconut milk. Pour over sausage mixture. Cover and refrigerate overnight.
In the morning, remove from the refrigerator and let sit on the counter while oven preheats to 350 degrees. Bake, covered with foil, for 35 minutes. Remove foil and bake for an additional 10 minutes.