Heat oven to 400 degrees. Scrub potatoes and pierce with a fork. Bake at 400 degrees for 55 minutes. Remove from oven and cool slightly. Spoon flesh into a large bowl and mash until smooth. Cool to room temperature.
Make a well in potatoes. Add egg yolks, 1/4 tsp of the salt and the nutmeg. With a fork, gently mix egg into potatoes. Slowly stir in flour. Knead in bowl a few times until dough comes together. Turn out onto a floured surface and continue to knead for 2 to 3 minutes until soft and smooth. Cover with plastic wrap and refrigerate for 30 minutes.
Divide dough into 8 equal pieces. On a floured surface, roll 1 piece into a rope about 18 inches in length. Cut into 1-inch pieces and roll over tines of a fork. Transfer to a floured baking sheet. Repeat with remaining dough.
Bring a large pot of lightly salted water to a boil. Add half the gnocchi and return to a simmer; when gnocchi float to the top, about 1 to 2 minutes, remove to a large bowl with a slotted spoon. Repeat with remaining gnocchi.
Melt butter in a skillet; add sage and remaining 1/4 tsp salt. Cook 30 seconds.
Toss butter mixture with gnocchi. Add nuts, Parmesan and pepper and serve.
