In a medium skillet, heat the olive oil. Add the sausages, cover and cook over moderate heat until nicely browned and cooked through, about 10 minutes total. Drain the sausages and cut into 1/2-inch chunks.
Transfer the sausage to a microwave-safe bowl. Add the roasted red pepper, sun-dried tomatoes, scallions, olives, Parmigiano and 1/4 cup of the Fontina to the sausage and season with salt and pepper. Mix well.
Preheat the oven to 375°. Lightly butter a baking sheet. In a bowl, whisk the flour, baking powder, sugar, salt and baking soda. Using a pastry cutter or your fingers, blend in the butter until the mixture resembles coarse meal. Gently stir in the buttermilk until almost incorporated. Using your hands, gently mix the dough until blended.
On a lightly floured work surface, form the dough into a square. Roll or pat the square into a 1/2-inch-thick rectangle. Cut the rectangle in half and cut each half in half again to make 4 biscuits; transfer to the prepared baking sheet. Brush the tops with the cream and sprinkle with the pecorino.
Bake the biscuits in the upper third of the oven for 10 minutes. Increase the oven temperature to 400° and bake for about 10 minutes longer, until the biscuits are pale golden and just cooked through. Let cool slightly.
Rewarm the sausage filling in the microwave. Split the warm biscuits and fill with the remaining 1/2 cup of Fontina and the sausage filling. Close the sandwiches and serve.