In a medium-size bowl, cut the shortening into the flour with a pastry blender or use a food processor. Add the buttermilk and mix. On a lightly floured surface, knead the dough for a few seconds, adding additional flour if it is too sticky. Roll out into a 9x12-inch rectangle. Spread the sausage over the dough. Roll up like a jelly roll, starting from the short side of the rectangle. Chill for 30 minutes.
Preheat the oven to 425 degrees F. Cut the chilled dough into ½-inch slices. Place, cut side down, on a lightly greased baking sheet. Bake for 25 to 30 minutes, or until lightly browned and the sausage is completely cooked.