In a large bowl, whisk together the flour, baking powder, salt, and sugar. Cut cold butter into small cubes and work it into the flour mixture using your fingers or a pastry cutter until it forms coarse crumbs. This step is crucial for those flaky layers. Fold in shredded cheddar cheese, then pour in the buttermilk and stir just until the dough comes together—be careful not to overmix.
Lightly flour your surface and turn the dough out. Gently shape it into a rectangle, about 1 inch thick. Cut out biscuits using a round cutter or a glass. Place them on a baking sheet lined with parchment paper. Brush the tops with a little egg wash for a glossy finish. Bake in a preheated 425°F oven for 12–15 minutes until golden and puffed.
In a large skillet over medium heat, cook the bacon until crispy. Remove it from the pan and set it aside, leaving the bacon fat in the skillet. Add the diced andouille sausage and cook until it’s browned and slightly crisp—this adds a deep smoky flavor to the gravy base.
Add diced onion, celery, and red bell pepper to the pan and sauté until softened and fragrant. Stir in minced garlic and a bit of thyme, letting it cook for about a minute. Sprinkle in the flour and stir well, creating a light roux that coats the vegetables. Slowly whisk in chicken broth, followed by the cream. Season the mixture with Cajun seasoning, Old Bay, mustard, and a dash of Worcestershire sauce. Simmer the gravy for 5–7 minutes until it thickens.
Add the shrimp to the simmering gravy and cook for 2–3 minutes, just until they turn pink—don’t overcook! Stir in the cooked bacon, chopped parsley, and green onions. Finish with a squeeze of fresh lemon juice to balance the richness. Serve the hot gravy over the warm cheddar biscuits and enjoy every bite.