In a large skillet over medium heat, add the Italian sausage, breaking it up with a spatula as it cooks until browned, about 5 to 7 minutes. Drain excess grease if needed.
Add the diced onion and minced garlic to the skillet, cooking until the onion becomes translucent, about 2 to 3 minutes.
Stir in the paprika, salt, and black pepper.
Add the uncooked long grain rice to the skillet, stirring to coat the rice with the sausage mixture.
Pour in the chicken broth and milk. Bring the mixture to a boil, then reduce the heat to low. Cover and simmer for about 20 minutes, or until the rice is cooked and has absorbed most of the liquid.
Once the rice is done, remove the skillet from heat and stir in the shredded cheddar cheese until melted and creamy.
If desired, garnish with chopped fresh parsley before serving.