When done, remove sausage from pan and pour off all but 2 tablespoons of fat
Whisk flour into the fat and cook over low heat for 5 minutes
Remove pan from heat and whisk in milk a little at a time
Return to medium-high heat and stir occasionally while the gravy comes to a simmer and thickens (Be sure to scrape up any brown bits that might be stuck to the bottom of the pan, that's where the flavor is)
In a large mixing bowl, combine flour, baking powder, baking soda and salt
Using your fingertips, rub butter and shortening into dry ingredients until mixture looks like crumbs (The faster the better, you don't want the fats to melt)
Make a well in the center and pour in the chilled buttermilk
Stir just until the dough comes together (The dough will be very sticky)
Turn dough onto floured surface, dust top with flour and gently fold dough over on itself 5 or 6 times
Press into a 1-inch thick round
Cut out biscuits with a 2-inch cutter, being sure to push straight down through the dough
Place biscuits on baking sheet so that they just touch
Reform scrap dough, working it as little as possible and continue cutting (Biscuits from the second pass will not be quite as light as those from the first, but hey, that's life)
Bake until biscuits are tall and light gold on top, 15 to 20 minutes