In a skillet over medium heat, brown the breakfast sausage, breaking it into small pieces for even cooking, about 5 minutes.

Once browned, sprinkle in the flour and stir for another minute until well combined. Gradually whisk in the milk, continuing to cook until the mixture thickens, approximately 3-5 minutes.

Season with salt and pepper to taste, then set aside.

In a separate non-stick pan, crack the eggs and scramble them over medium-low heat until they reach your desired doneness, about 5-7 minutes. Remove from heat and set aside.

In a large mixing bowl, combine the flour and salt. Cut in the shortening and butter until the mixture resembles coarse crumbs.

In a small bowl, whisk together the egg, vinegar, and cold water. Gradually mix this into the flour mixture, forming the dough, and refrigerate for 30 minutes.

Once chilled, roll the dough out to about ⅛-inch thickness and cut into rectangles measuring 3x4 inches.

On a baking sheet, lay one rectangle of dough down and brush the edges with egg wash. Spoon a scoop of scrambled eggs followed by sausage gravy onto the rectangle, leaving a border.

Place another rectangle on top, pressing firmly around the edges, and crimp with a fork to seal.

Preheat your oven to 375°F (190°C). Brush the tops with egg wash and sprinkle with shredded cheese and additional seasoning if desired.

Bake for 25 minutes or until the tops are golden brown and flaky. Allow to cool for about 5 minutes before serving.