Preheat the oven to 400 degrees F. Line two baking sheets with parchment paper.
In a medium skillet over medium heat, cook the sausage until well-browned, breaking it up into small pieces. Let cool completely, either on the counter or in the freezer.
Mix together the butter and sour cream in a stand mixer. Mix in the flour, 1 cup at a time, mixing until fully combined. Add the sausage and cheddar, and mix until well incorporated.
Drop heaping spoonfuls of the dough onto the prepared baking sheets. Bake until lightly browned, 20 to 25 minutes.
If you can't find self-rising flour, you can substitute with a mixture of 2 cups all-purpose flour, 3 teaspoons baking powder and 1/4 teaspoon salt.