Preheat oven to 350 degrees.
Coat a 9x5 inch loaf pan with cooking spray.
Crumble sausage into a large skillet and cook along with onion until brown.
Drain on paper towels and cool.
In a large bowl, combine egg, cheeses, hot sauce, salt and pepper. Mix well.
Add baking mix, milk, and mayonnaise. Stir.
To the mixture, add sausage & onions. Mix until just blended.
Pour into loaf pan and bake for 45 to 50 minutes.
Let rest in pan for 10 minutes. Turn out to plate to serve.