Heat a large heavy bottom skillet over medium high heat. Add sausage and break into bite sized pieces. Cook for 7 to 10-minutes until browned and cooked through.
Add the flour, fresh cracked black pepper, rubbed sage, and cayenne, stirring to incorporate. Cook for 1 to 2 minutes until the raw flour smell dissipates.
Slowly add the milk while whisking constantly to deglaze the pan. Bring to a simmer, then reduce heat to medium-low and simmer for 3 to 5-minutes until the gravy begins to thicken slightly.
Taste and adjust seasoning for salt and pepper.
Notes
The gravy will thicken up significantly as it begins to cool. Add a splash of milk and stir to loosen it back up if needed. Taste and adjust for salt. This is also helpful when re-heating leftovers!