Heat oven to 400°F. Grease cookie sheet with shortening. In large bowl, mix flour, baking powder, baking soda and salt. Using fork or pastry blender, cut in sausage, butter and pecans until mixture resembles fine crumbs. Stir in buttermilk, adding enough to form soft dough.
Turn dough out onto well-floured surface; knead dough 5 to 6 times. On lightly floured surface, roll out dough to 1/2-inch thickness. Cut with floured 3-inch holiday cookie cutter or 3-inch biscuit cutter. Place biscuits 2 inches apart on cookie sheet; brush with milk.
Bake 15 to 20 minutes or until light golden brown. Immediately remove from cookie sheet. Cool slightly on cooling rack.