Place tomatoes on a baking sheet greased with cooking spray and bake 12-15 minutes until wrinkled and burst.
While tomatoes are in the oven, heat the olive oil in a small skillet over medium-high heat. Once hot, add sausage and cook until browned on all sides, about 3-5 minutes. Add the baby greens in the last minute of cooking time and toss until wilted. Turn off heat and set aside.
Add water to a small sauce pot and bring to a boil. Salt the water generously, add the the grits and reduce heat to low. Stir constantly until grits have thickened. Add the cheese and stir until incorporated.
Spoon the grits into a serving bowl. Top with the sausage and greens, roasted tomatoes and poached egg. Season with salt and pepper.