1. Heat a lidded pot over medium-high heat. Add sausage, breaking up with a spoon. Cook 6 minutes, until browned. Reduce heat to medium and stir in onion. Cook 3 to 5 minutes, until softened. Mix in garlic and sage; cook 1 minute. Stir in rice and wine, scraping bottom of pan to release brown bits. Cook until liquid evaporates. Pour in broth and 1 1/2 cups water. Bring to a boil. Cover, reduce to a simmer and cook 25 minutes, until liquid is absorbed and rice is tender. Stir in salt and pepper. Spread rice on a rimmed baking sheet to cool 10 minutes, then refrigerate 1 hour.
2. Heat oil in a large, heavybottomed pot to 350 degrees (test with a fry thermometer). Scrape risotto into a large bowl and mix with egg and 1/4 cup of the bread crumbs. Using hands, form a ball around a cube of cheese with 2 tbsp of the mixture. Roll in remaining 1/2 cup bread crumbs. Place on a baking sheet while continuing to form arancini.
3. Fry arancini in batches (no more than 8 at a time) for 3 minutes each, maintaining temp around 350 degrees (it will drop when arancini are added). Place on a paper-towel-lined plate; allow to cool slightly (cheese will continue to melt inside). Serve hot with marinara on the side for dipping, if using.