Preheat the oven to 300F. Fill a baking dish (8×8-inch or 9×13-inch) with water, and place on the bottom shelf of the oven, this will help to create steam to cook the eggs. Generously grease a standard size 12-cup muffin tin.
In a large bowl, whisk together the milk, cornstarch, and eggs until smooth. Add the shredded cheese and roasted red peppers. Season with salt and pepper.
Divide the egg mixture among the 12 muffin tins, and bake for 22-25 minutes, or until the eggs are just set. Let cool, and remove gently using a butter knife or offset spatula.
Store in the fridge in an airtight container for up to 4 days.