Heat a large, deep skillet over medium heat, add the sausage. Cook the sausage for 5 minutes, while stirring and breaking up any large pieces with a wooden spoon or a spatula.
Add the onions to the skillet and cook for 5 minutes, stirring occasionally.
Add the sage, paprika, and cayenne pepper (if using). Stir to mix well.
Add the flour to the sausage mixture, stirring as you add it in. Cook for 1 minute, stirring constantly.
Slowly add the half & half while stirring the sausage mixture until combined. Continue cooking for approximately 3-4 minutes, stirring frequently.
Slowly add the chicken broth and continue stirring. When the gravy begins to simmer, lower the heat to medium-low, cover and cook for 7 minutes, stirring frequently.
Taste the sausage gravy and add salt, if needed, and pepper, stir.
Serve the sausage gravy over warm biscuits.