Combine milk, 2 tablespoons of butter, and salt in a medium saucepan and place over medium heat. Bring to a simmer.
Stirring continuously, slowly add polenta. Continue cooking, while stirring, until very thick, 3 to 5 minutes. Remove from heat.
Stir in egg yolk and Parmesan cheese. Scoop about a tablespoon of polenta into each cup of a mini-muffin tin, pressing down to smooth the tops.
Refrigerate for 30 minutes or until firm.
Preheat oven to 375°F and butter an 8x8 inch baking dish.
Pop the polenta disks from the muffin tin and arrange in the baking dish.
Melt remaining butter in a small saucepan, along with sage leaves. Simmer until the mixture smells fragrant, 5 minutes. Spoon over polenta and top with additional Parmesan cheese.
Bake until cheese has begun to brown, about 30 minutes.