Preheat your oven to 425 F and line a baking sheet with a silpat or parchment paper.
In a large mixing bowl, gently combine the flour, sugar, baking powder, salt, baking soda, and cayenne. Add the chunked cold butter and use a pastry blender in only up-and-down motions to incorporate the butter with the flour mixture. It’s ready when the butter is the size of peas. Now add the sausage, cheese, and sage. Pour the buttermilk over all and use a rubber spatula to quickly and gently combine the mixture. Knead with your hands for no more than a minute to get the last straggly bits to incorporate.
Turn the dough onto a lightly floured clean surface and pat into a 1 ½-inch thick rectangle. Use a sharp knife to cut 12 even squares. Transfer them to the prepared baking sheet, pretty close together as this will encourage them to rise up and not out.
Brush the tops generously with melted butter, then immediately transfer to the oven. Bake 13-16 minutes, or until cooked through. Use the tap test to determine doneness: they should feel firm but springy when tapped on top. If they are squishy or are moving side to side easily, they aren’t done yet.
Let cool until you can handle them, then serve. They are tasty at room temperature as well.