Heat the olive oil in an oven-safe, 10-inch nonstick skillet over medium-high heat. Add the sausage and cook, stirring occasionally and breaking up the pieces with a wooden spoon, until no longer pink in the middle and cooked through, 6 to 7 minutes. Use a slotted spoon to remove the sausage to a plate. Add the pepper and onion to the skillet and cook, stirring occasionally, until softened, 5 to 6 minutes. Stir in the rosemary and cook until just fragrant, about 1 minute.
Meanwhile, whisk the eggs, cream, cheese, 1 teaspoon salt and a few grinds of black pepper together in a large bowl until combined. Remove the skillet from the heat and add the sausage. Pour the egg mixture on top and gently stir to incorporate the fillings. Bake until the eggs are just set and no longer jiggly in the middle, 50 to 55 minutes.
Let sit for 5 minutes before sliding the frittata out of the skillet onto a serving platter. Slice into wedges to serve.