Preheat oven to 450 degrees F. Line a baking sheet with parchment paper, set aside.
To make the biscuits, in a large bowl, whisk together the flour, baking powder, salt, sugar, and baking powder. Add the diced butter, and work in with your fingers or pastry blender until the butter resembles coarse crumbs, the size of peas. Add the buttermilk and mix with a rubber spatula until just combined, trying hard not to overwork. Transfer the dough onto a lightly floured work surface. Knead a few times and then roll out into a large circle about 1/2 an inch thick. Cut into 6 biscuits using a 4-inch round biscuit or cookie cutter. Place on the prepared baking sheet and brush with buttermilk. Sprinkle the top of the biscuits with black pepper and bake until puffed up and golden brown, about 18 to 20 minutes. Remove from the oven and let cool.
To make the chicken-fried sausage, combine two of the patties into one shaping them into thin rounds. Place on a plate and continue shaping the rest. Pour the flour, cornstarch, salt, pepper and paprika in a shallow dish. Place the buttermilk and hot sauce in a separate shallow dish. Dip the sausage patties into the flour, then into the buttermilk and once again into the flour mixture. Transfer to a wire rack set over a baking sheet.
Fill a cast iron skillet just about halfway up with oil and place over medium-high heat. Once hot, add the dredged sausage patties, about 2 at a time, and fry on both sides until browned and crunchy, about 3 to 4 minutes per sides. Drain and transfer to a plate lined with paper towels to soak up the excess oil. Then immediately transfer to a wire rack set over a baking sheet. Continue frying the remaining sausage patties.
To make the gravy, place a medium saucepan over medium-high heat with the butter, once melted, whisk in the flour and cook for about 30 seconds. Slowly whisk in the milk, cooking until the mixture has thickened, whisk constantly, about 8 minutes. Season with salt and lots of black pepper.
To assemble the sandwiches, split the biscuits in half. Place a slice of cheese on each bottom half, top with a chicken-fried sausage patty, spoon some gravy over the sausage and place a fried egg on top. Place the top of the biscuit on top and enjoy!