For the biscuits: Preheat the oven to 450 degrees F.
In a large bowl, sift together the flour, baking powder, salt and baking soda. With your fingers, work the butter into the flour until the mixture resembles large crumbs. Mix in the buttermilk, stirring just until a dough forms.
Turn the dough out onto a lightly floured work surface and pat into a 1-inch-thick disk. Cut out 10 to 12 biscuits using a 2 1/2-inch cutter or a glass of equal size. Reuse the scraps.
Arrange the biscuits on a parchment-lined baking sheet. Brush the tops with heavy cream and sprinkle with black pepper. Bake until golden brown and cooked through, 10 to 12 minutes.
For the gravy: Heat a large skillet over medium heat. Add the sausage and cook until browned, breaking it up into small pieces, 10 to 12 minutes. Transfer the sausage to a bowl using a slotted spoon.
Add the butter and flour to the skillet and cook, stirring, for about 1 minute. Pour in the milk, bring to a simmer, and cook until thickened, stirring and scraping the bottom of skillet constantly, about 5 minutes. Season with salt and pepper. Add the reserved sausage and mix until fully combined.