Here are 2 pepper biscuits recipes form the web site i mentioned.
check out the 2nd one...use sherry instead of wine...

PEPPER BISCUITS

Recipe By    :
Serving Size : 12   Preparation Time :0:00
Categories    : Cajun                            Breads

   Amount Measure       Ingredient -- Preparation Method
-------- ------------ --------------------------------
    2 1/2   c            All purpose flour
    1       tb          Baking powder
      1/2   ts          Salt
    1       tb          Coarse cracked black pepper
      1/2   ts          Baking soda
      3/4   c            Shortening
    1       c            Buttermilk

   Preheat oven to 450-500F. Sift 2 cups of the flour
   with the baking powder, salt, pepper, and baking soda
   into a bowl. Cut in the shortening with a pastry
   blender or fork, or work it in with your fingers. Add
   the buttermilk to make a soft dough, mixing just until
   the dough holds together. Flour your hands. Pull of
   a piece of dough the size of a biscuit and dip the wet
   edge into the extra flour. The roll or pat into a
   biscuit. Place slightly touching, on a lightly
   greased baking sheet. Bake until golden golden brown.
    8-10 minutes. From Nathalie Dupree's "New Southern
   Cooking"

THIS MAY BE THE ONE__IT CALLS FOR WINE

Title: Pepper Biscuits
Categories: Breads, Italian
       Yield: 2 Dozen

       6 c Flour
       6 t Baking powder
   1 1/4 c Vegetable oil
   1 1/2 c White or red wine
   1 1/2 t Black pepper, course grind
       2 t Salt
    1/4 c Warm water, use as needed

   Mix all ingredients. Knead about 15 minutes. Take a small amount of
   dough (size of small walnut) shape in finger twist or knot and place
   on ungreased cookie sheet. bake at 375 degrees 15-20 minutes until
   brown. Can be frozen.

MMMMM