Heat a medium-sized skillet over medium heat. Cook the sausage until browned and cooked through. Remove from the skillet and set aside.
In the same skillet over medium heat, add 3 tbps of bacon grease (or oil if using).
Sprinkle the oil with 3-4 tbsp of all purpose flour. Use enough flour to cover the oil and whisk to combine. The consistency should be paste-like and thick.
Turn the heat down to low and slowly add the milk while you're whisking, making sure to stir any clumps. Let it thicken for a couple of minutes.
Once the gravy has thickened, add the crumbled sausage back to the gravy. Season with salt, pepper, and a little pinch of cayenne pepper. Serve over biscuits.