We have conducted a variability study of several radio/millimeter sources t
hat are possible counterparts of high-energy gamma-ray sources detected by
EGRET. Some sources were possibly variable during this period. The radio so
urce with the highest spectral and temporal coverage, PMN J0850-1213, behav
es in a manner consistent with the shocked-jet models for extragalactic rad
io sources proposed in the literature. In addition, GB 105536.5 + 564424 is
an X-ray-selected BL Lac object, and, if the identification with the EGRET
source is correct, it would be the most distant such object detected at en
ergies > 100 MeV (z = 0.41). A future detection in the TeV range, as well,
could provide an important constraint on absorption of very high energy gam
ma rays by the intergalactic infrared photon held. We also discuss the poss
ibility that this object is a gravitationally microlensed active galactic n
ucleus, with the foreground lensing object at z = 0.144.