Preheat the oven to 450 degrees. In a food processor combine the flour, baking powder, salt, sugar and process until well combined. Add the butter and process for 15 seconds or until it is broken down into oatmeal sized pieces. Add the milk and process just until the dough is combined.
Transfer the dough to a board and pat it to 1 inch thick. Stamp out 4 or 6 large rounds, more or less of equal size, and set them on a baking sheet. Bake for 15 minutes. Lower the heat to 375 degrees and bake for another 15 minutes or until cooked through.
Remove from oven and split open. Set bottom half on a dinner plate, spoon shrimp sauce over the bottom biscuit half and top with top biscuit half.