Prepare your batch of coconut oil biscuits according to their recipe instructions. Time this so the biscuits finish baking around the same time your gravy is ready, or keep them warm in a low oven (200°F) if they finish early. Fresh, warm biscuits make all the difference for this dish.
Melt the vegan butter in a large skillet or saucepan over medium-high heat. Once foaming, add the finely chopped baby bella mushrooms and cook for 4-5 minutes, stirring occasionally, until they release their moisture and begin to brown slightly—this develops deep umami flavor. Add the minced shallot and garlic, stirring constantly for 2-3 minutes until fragrant and softened. I like to chop the mushrooms quite fine so they almost melt into the gravy, creating a silky texture rather than chunky pieces.
Sprinkle the white whole wheat flour over the mushroom mixture and stir constantly for 1 minute to cook out the raw flour taste and create a paste. This roux will thicken your gravy and give it a creamy texture. The flour should be fully incorporated and lightly toasted.
Gradually pour in the vegetable stock and almond milk while stirring constantly to prevent lumps from forming. Add the fresh rosemary and stir until everything is well combined and smooth. Continue cooking over medium heat, stirring frequently, for 1-5 minutes until the gravy thickens to your desired consistency—it should coat the back of a spoon. I find that fresh rosemary adds a wonderful earthy complexity that dried herbs can't quite match, so don't skip it.
Remove the gravy from heat and season with salt and black pepper to taste. Stir until evenly seasoned. The gravy should have a rich, savory depth from the mushrooms and a smooth, creamy texture from the roux and plant milk.
Split the warm biscuits and arrange them on serving plates. Ladle the mushroom gravy generously over the biscuits. Serve immediately while everything is hot for the best experience.