Heat the oven to 350°F. Line a baking sheet with a silicone baking sheet or parchment paper. Heat a nonstick skillet over medium-high heat. Add the turkey sausage and cook no longer pink and cooked through, about 5 minutes. Remove from the heat to cool slightly.
You can do this by hand with some elbow grease, with a handheld mixer, or in a stand mixer. Combine the flour, pecans, baking powder, salt, and cayenne pepper. Add the oil, grated cheese, and reserved sausage. Stir to combine. It will be quite crumbly, but you should be able to press it together into a ball.
To form the balls, using a small ice cream scoop or a 1-tablespoon measure and your hands, shape the mixture into 1-inch balls and place about 1 inch apart on the prepared baking sheet. Bake until browned, 20 to 25 minutes. Remove to a rack to cool.