In a cast-iron skillet, break up the ground sausage into small chunks and brown over medium-high heat until sausage is cooked through and no longer pink.
2. Step
Reduce heat to medium-low. Sprinkle the flour over the sausage and stir until the flour has absorbed all of the sausage fat and is lightly coating the sausage pieces.
3. Step
Add the milk in several increments while whisking.
4. Step
Add thyme, sage, cayenne pepper, black pepper, and salt.
5. Step
Cook the gravy for 5-10 minutes, frequently stirring until the gravy thickens. Let cool.
6. Step
Fill a well-greased ice cube tray with the gravy. (If you do not have an ice cube tray, pour the gravy onto a greased parchment-lined ½ cookie sheet.)
7. Step
Freeze for 20 minutes.
8. Step
Preheat oven to 350˚F (180˚C).
9. Step
With your thumb, make a divot in the center of each biscuit.
10. Step
Place a cube of gravy into each divot.
11. Step
Fold the sides of the biscuit dough around the gravy cube pinching the dough together at the top.
12. Step
Turn the dough balls upside down. With the palm of your hand, roll the biscuit ball around in a clockwise motion on your table surface to smooth out the dough balls.
13. Step
Place the biscuits on a parchment lined ½ cookie sheet making sure the dough seams are on the bottom. Brush with egg wash.