In a saucepan combine the milk, 4 tablespoons of the butter, and the sugar, heat the mixture over moderately low heat, stirring occasionally, until it registers between 110F. and 115F. on a candy thermometer, and in it proof the yeast for 5 minutes, or until the mixture is foamy. Stir in the whole egg, the salt, and 2 1/2 cups of the flour, stirring until the mixture forms a dough. On a floured surface knead the dough, kneading in enough of the remaining 1/2 cup flour to form a soft dough, knead in the sage, and knead the dough for 8 to 10 minutes more, or until it is smooth and elastic. Form the dough into a ball, transfer it to a buttered bowl, and turn it to coat it with the butter. Let the dough rise, covered with plastic wrap, in a warm place for 1 hour, or until it is double in bulk.

Punch down the dough and divide it into 36 equal pieces. Form the pieces into balls, dipping the balls as they are formed into the remaining 2 tablespoons butter, melted, and put 3 balls in each of 12 buttered 1/3-cup muffin tins. Let the rolls rise in a warm place for 30 minutes, or until they are double in bulk, brush the tops with the egg wash, being careful not to let the egg drip down the sides, and bake the rolls in the middle of a preheated 400F. oven for 15 to 20 minutes, or until they are golden. The rolls may be made 1 day in advance and kept wrapped in foil at room temperature. Reheat the rolls, wrapped in the foil, in a preheated 350F. oven for 15 minutes, or until they are hot.