Combine cornmeal and sugar in a medium mixing bowl; mix well. Stir in milk, egg, and shortening just until dry ingredients are moistened. Set aside.
Brown sausage in a large skillet over medium heat, stirring to crumble. Drain well. Stir sausage into cornmeal mixture.
Heat well-greased cast-iron corn stick pans in a 450° oven 3 minutes or until very hot. Pour batter into pans, filling two thirds full. Bake at 450° for 20 minutes or until golden brown.