Heat a skillet on medium high heat. Add oil. Add bacon. Cook. Remove bacon and set aside. Reserve the fat for cooking the chicken.
Cut each chicken breasts into two pieces.
Pound or cut the four pieces to at least 1/4" thick pieces for rolling
Salt and pepper chicken
Place a few torn up sage leaves on each chicken piece. Crumble a slice of bacon on each chicken piece, top with Parmesan cheese and roll up. Secure with tooth picks or string.
Cook chicken in oil until cooked through, about 2 minutes per side. Set aside when cooked.
Add wine and remaining sage leaves. Simmer about 1 minute scraping up and browned bits from the pan. Add broth, simmer to thicken slightly about 5 minutes. Remove from heat. Add butter and swirl until sauce is creamy.
Serve chicken over rice and top with Sage sauce. Top with pickled onion slices or capers.