1. Preheat your oven to 400 degrees.
2. Place your walnuts on a parchment-lined cookie sheet. Drizzle with the olive oil and then season with the sage and salt. Toss together so everything is coated evenly. Put into the oven and cook until the nuts are toasted and fragrant.
3. While you are waiting on the nuts, check the dates for any pits. Cut the prosciutto widthwise into 5 equal slices.
4. Once the nuts are toasted, remove from the oven and let cool. Preheat the oven to broil.
5. When you can handle the nuts, place a walnut in the center of each date. (Depending on the size of the walnut, you can either force it in where the pit has been removed, or gentle tear the date open, place the walnut in the center and then softly sandwich it closed.)
6. Next, wrap each date in a slice of prosciutto and place on a fresh parchment-lined cookie sheet. Repeat until all of the dates are stuffed and wrapped.
7. Once all of the dates are ready, place the cookie sheet on the lower rack under the broiler. Cook until the prosciutto is toasted, crispy, and appears to have shrunk around the date. **If you want this process to go faster, place the cookie sheet on the rack closest to the broiler, but do not walk away because you do not want to burn all of your hard work.**
8. When the prosciutto is crispy, remove from the oven, let sit for a couple of minutes until they are warm, but not scalding, and serve!