Preheat a large skillet over medium heat for 3 to 5 minutes or until warm. Add the sausage pieces and cook over medium heat 10 to 12 minutes or until brown on all sides
Use a slotted spoon and remove the cooked sausage and set it aside. Drain all but 4 TBS of the sausage fat from the skillet. Add the coconut flour and whisk for 1 minute over medium heat until the fat and flour are fully combined
Gradually whisk in the milk until fully combined. Stir frequently until the mixture comes to a low boil. Whisk in the xanthan gum or thickener of choice for 1 minute or until thickener is fully dissolved
Whisk in the seasonings, salt and pepper until fully combined. Keep whisking until mixture comes back to a low boil. Return the cooked sausage pieces to the pan and stir to fully coat the sausage pieces
Bring mixture back to a low boil. Reduce heat to low. Stir frequently and allow the gravy to simmer 10 minutes or until thickened. Turn off the heat and let the gravy sit 5 minutes. The gravy thickens as it cools
Eat as is or spoon desired amount of gravy over keto biscuits or toast. If have any leftovers cool completely and store in an airtight container in the refrigerator up to 3 days. If gravy becomes too thick after refrigerating add small amounts of milk after reheating the gravy until desired consistency