Preheat oven to 375 F.
In a 10-inch or 12-inch cast iron skillet, cook the sausage, crumbling it, on medium heat on the stovetop for several minutes until it is cooked through. Drain any grease. Remove the cooked sausage from the skillet to a bowl.
Add sliced mushrooms to the same skillet, sprinkle them generously with salt and pepper, and cook on medium heat for about 3 minutes until they release juices and soften.
Add spinach to the skillet with mushrooms and cook until it wilts.
Add back cooked sausage.
Whisk together the eggs and heavy cream in the same bowl until fluffy.
Pour the egg mixture evenly over the cooked sausage, spinach, and mushrooms. Top with shredded Cheddar cheese, sinking some of it.
Bake for 15 or 20 minutes until the frittata is no longer wobbly in the center.
Using oven mittens, transfer the skillet with frittata to a wire rack and let it rest for 15 minutes before serving.
For reference, helpful step-by-step photos are provided above the recipe card - scroll up to see them.
