Add the beans to a medium stock pot and cover with water. Let the beans soak for about 3 hours. This will reduce your cooking time. Then drain the water and rinse the beans well.
In a cast iron skillet, melt the bacon grease over medium-high heat. Stir in the sausage and cook until browned, about 5 minutes, stirring occasionally. Strain the sausage from the skillet and keep warm. Reserve the remaining grease.
Return to the skillet and add the onion, bell pepper, celery, garlic and thyme. Cook for about 4 minutes, stirring occasionally, or until softened. Stir in the smoked paprika until combined.
To the stock pot with the beans, add 6 to 8 cups of water, or just enough to cover the beans. Stir in the veggie mixture from the skillet. Place the stock pot over high heat and bring to a boil. Turn the heat down to medium-low and stir in the seasoning packet. Cover and simmer, for about 1 ½ to 2 hours, or until the beans are tender. More water may need to be added as the beans cook.
Stir in the sausage and Worcestershire sauce. Continue to simmer until the liquid thickens or about 30 to 40 minutes. Serve warm with cornbread or over rice.