Adjust oven rack to middle position and heat oven to 400.
Line rimmed baking sheet with parchment paper. Pulse flour, baking powder, salt, pepper and cayenne in food processor til combined, about 3 pulses. Add butter and pulse utnil mixture resembles coarse meal, about 12 pulses. Add sausage and cheddar and pulse until combined, about 8 pulses. Transfer mixture to bowl and stir in buttermilk til combined.
Working with wet hands, roll 1 T dough at a time into 1 1/4" balls and place on baking sheet. Bake til golden brown, about 20-22 min, rotating baking sheet halfway through. Let cool 5 min before serving.