1. Melt butter in large skillet over medium heat. Add onion; cook 2 minutes or until softened. Add mushrooms and garlic; saute 3 minutes until mushrooms release liquid. Add salt, thyme, pepper and sage; saute 1 minute. Add wine; simmer 15 to 20 minutes or until all liquid has been absorbed. Cool.
2. Heat oven to 400 degrees F.
3. Meanwhile, roll out pastry on lightly floured surface to a 12-1/2-inch square. Neatly trim to 12-inch square. Cut sheet into sixteen 3-inch squares. Brush each square with a little egg. Spoon 1 slightly rounded tablespoon filling in center of each square. Fold each square of pastry in half diagonally into a triangle, bringing one corner to opposite corner. Gently pinch edges together to seal, making sure all the filling is sealed inside. With tines of fork, press edges together to seal. Cut a few small slashes in top of each turnover. Brush each turnover with some of the egg.
4. Bake in 400 degree F oven for 15 minutes or until puffed and golden. Make-Ahead Tip: If you wish, before baking, turnovers may be refrigerated several hours, or frozen up to 2 weeks. Thaw before baking. Makes 16 turnovers.