In a large skillet over medium heat, add the sausage links and ½ cup of beef stock. Cook, stirring occasionally, until browned and fully cooked, adding more stock as needed, about 6 to 8 minutes. Set aside
Meanwhile, bring a large pot of water to a boil. Add the spinach and cover the pot. Cook until wilted, about 2 minutes. Drain the spinach. When cool enough to handle, squeeze the excess water from the spinach and then roughly chop it. Set aside.
Melt 2 tbsp butter in a skillet over medium heat. Add the shallot and cook until soft, about 3 to 4 minutes. Add the chopped mushrooms and cook until soft, slightly browned, and starting to release liquid. Stir in a healthy pinch of salt and pepper. Set aside.
In another skillet, heat the remaining 5 tbsp of butter over medium heat. Add the flour and stir to combine. Cook for 1 minute.
Whisk in the milk and continue whisking and stirring until smooth and slightly thickened, about 2 to 3 minutes.
Stir in the heavy cream, ⅓ tsp salt, ¼ tsp pepper, cayennes, and nutmeg. Stir until fully combined.
In a bowl, add the sausage, spinach, and mushrooms. Pour in about ½ cup of the sauce and stir. Hold onto the remaining sauce.