Step 1: Preheat your oven to 425°F (220°C). Line a baking sheet with parchment paper or lightly grease it.
Step 2: Prepare the biscuit dough. In a large bowl, whisk together the self-rising flour and baking soda (if using). If using all-purpose flour, whisk in 1.5 tsp baking powder and 1/4 tsp salt per cup of flour.
Step 3: Add the cold, cubed butter to the dry ingredients. Using a pastry blender, two forks, or your fingertips, cut the butter into the flour mixture until it resembles coarse crumbs with some pea-sized pieces of butter remaining.
Step 4: Gradually pour in the cold buttermilk, mixing with a fork until just combined. Be careful not to overmix; the dough should be shaggy and slightly sticky.
Step 5: Turn the dough out onto a lightly floured surface. Gently knead it 5-6 times, just enough to bring it together. Pat or roll the dough to about 1/2 to 3/4 inch thickness. Use a 2-inch biscuit cutter (or a knife) to cut out biscuits. Rework scraps only once or twice. Place biscuits on the prepared baking sheet, close together for softer sides, or spaced apart for crispier sides.
Step 6: Bake for 12-15 minutes, or until golden brown on top and bottom. Once baked, remove from oven and brush with melted butter if desired. Set aside to cool slightly while you make the gravy.
Step 7: While biscuits are baking, prepare the sausage gravy. In a large skillet over medium-high heat, brown the breakfast sausage, breaking it up with a spoon as it cooks. Cook until no pink remains.
Step 8: Do not drain the fat! Sprinkle the flour over the cooked sausage and fat. Stir continuously for 1-2 minutes, allowing the flour to cook and create a roux.
Step 9: Gradually whisk in the warmed whole milk, a little at a time, ensuring no lumps form. Continue whisking until the gravy thickens to your desired consistency. This may take 5-7 minutes.
Step 10: Season the gravy with black pepper and salt. Add a pinch of cayenne pepper if you like a little kick. Taste and adjust seasonings as needed.
Step 11: To serve, split warm biscuits in half and spoon generous amounts of the hot sausage gravy over them. Enjoy immediately!