Crumble sausage into a large cast-iron skillet over medium heat. Cook 8 to 10 minutes until no pink remains and several pieces have dark brown edges.

Sprinkle flour over sausage; stir constantly 1 minute until absorbed into fat and lightly toasted-smelling.

Add 1 cup warm milk, scraping up browned bits. Stir in remaining milk.

Add salt, black pepper, sage, and cayenne; bring to a gentle simmer.

Cook 5 to 7 minutes, stirring often, until gravy leaves a clear trail across skillet for a second before flowing back.

Remove from heat; serve immediately. Thin with 2 tbsp milk if too stiff to spoon.