Well, I'm from Eastern Kentucky, but our gravy was always the much thicker variety with lots of sausage chunks and a brownish tint to the gravy from the drippings. I've seen the kind you described that your fiancee's family makes, the milky-white thin gravy with very little sausage. But that's not real Kentucky gravy, no matter what end of the state you're from, in my opinion! And you are absolutely right when you say we never use Crisco - yuck!
My gravy is very basic. It's my grandma's recipe, and it just doesn't get any better than that. I fry the sausage patties (in a cast iron skillet of course), crumble them, add flour to the sausage and drippings, then gradually stir in milk to get just the right thickness. I add pepper and salt to taste. I like mine fairly peppery. There aren't any exact measurements to this kind of cooking, and it's something you learn from trial and error. Thank goodness I spent many mornings watching my grandma so that I can now make perfect gravy!