Preheat oven to 375 F.
In a 10-inch or 12-inch cast iron skillet, heat the sausage according to package directions. Once cooked, remove from skillet and slice into large chunks. Set aside.
Add sliced mushrooms to the same skillet, and cook on medium heat for about 3 - 5 minutes until browned.
Add the sausage back to the skillet.
Whisk together the eggs, heavy cream, salt and pepper in a large bowl.
Pour the egg mixture evenly over the cooked sausage and mushrooms and then top with the shredded cheddar cheese.
Bake for 15 or 20 minutes until the frittata no longer wobbles in the center.
Remove from the oven and place the frittata on a wire rack. Cool for 10 - 15 minutes before slicing and serving.