Preheat the oven to 400°F and line two sheet pans with parchment paper.
Add the squash rings to a large bowl and toss them until well coated with oil and seasoning.
In a small bowl, stir together the breadcrumbs and milk and let sit until the breadcrumbs have soaked up the milk. It should look like thick oatmeal.
Remove the casings from the fully cooked sausage and crumble it into small pieces. The easiest way to do this is to blitz it in a food processor for a just a few seconds until it's broken up.
In a large bowl, mix together the sausage, breadcrumb/milk mixture, egg, mozzarella and seasoning until well combined.
On the sheet pan, place 1 tablespoon of parmesan down for each squash ring, spreading it into an even circle that's about the same size as the squash. Place a squash ring on top.
Add 1 ½ tablespoons of sausage filling to the center of each squash ring (we used a size 50 cookie scoop) and press it into a flat layer so it's fully pressed into the squash ring. Place a sage leaf on top of each squash ring.
Bake 22 to 24 minutes, rotating the pans halfway through if they're on two racks, until the squash is knife-tender and the parmesan has started to brown on the edges.
Let cool for a few minutes before enjoying.
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