Brown sausage in a skillet over medium-high heat (5–7 minutes). Stir in flour and cook 2–3 minutes.
Slowly whisk in milk, reduce heat, and stir until thick (4–5 minutes). Season with salt, pepper, rosemary, and sage. Set aside.
Scramble eggs in a skillet over medium heat until just set. Season lightly and set aside.
Preheat oven to 375°F. In a bowl, mix flour and salt. Cut in shortening and butter until crumbly. Whisk egg, vinegar, and water in another bowl, then stir into flour mixture to form a dough. Do not overmix.
Divide dough, roll each half to ⅛-inch thickness, and cut into 3×4-inch rectangles.
Place half the dough rectangles on a baking sheet. Brush edges with egg wash. Add eggs and gravy. Top with remaining dough and crimp edges with a fork.
Brush tops with egg wash, sprinkle with cheese and seasoning if desired. Bake for 25 minutes until golden.
Let cool 5 minutes, then serve warm.