In a medium sauce pan on low-medium heat, add the olive oil. Once hot, add the sage leaves and fry for about 30 seconds. Transfer to a plate with paper towels to remove the excess oil. Crumble the sage leaves and set aside.
Preheat the oven to 200°C or 400°F. Line a baking tray with parchment paper. Set aside.
Brush the puff pastry with the egg wash. Sprinkle the goat cheese, sage leaves and chili flakes over it. With a rolling gently press the mixture in the dough.
Fold the pastry in half, then cut each into 12 wide strips. Seal the ends and gently twist each strip several times to enclose the cheese mixture. It's ok if some of the mixture falls out.
Bake for 20 minutes, until the pastry has browned. Serve warm or at room temperature.