Preheat your pellet smoker to 225°F.
Line each muffin tin with parchment paper, then bacon, forming a "bowl."
Smoke the bowls in the smoker for 30 minutes at 225 degrees F.
In a large bowl mix eggs, milk, salt, pepper, and cheese
Take the bacon cups out of the smoker, and crank up the heat to 400°F
Fill each bacon bowl with the egg and cheese mixture, making sure not to overfill.
Move the bacon bowls to the smoker and smoke at 400°F for about 15 minutes or until the egg mixture is firm
Carefully remove the bacon bowls from the muffin tins and serve immediately.