Preheat the oven to 425 degrees F. Line two baking sheets with parchment paper.
Heat the olive oil in a skillet over medium heat. Julienne the shallots very thinly, then add them to the oil. Cook until fragrant and caramelized, 4-5 minutes. Season with salt and pepper.
Cut each sheet of puff pastry into 4 squares. Place a small spoonful of the shallots onto the center of each square, leaving a 1/2-inch border. Top with sliced pieces of brie and use a knife to spread the soft cheese slightly so that it evenly covers the center of the pastry square.
Slice the peach into 1/4-inch slices. Arrange the peach slices over the cheese, pressing them into the cheese to adhere slightly. Drizzle with olive oil and season with more salt and pepper.
Fold the edges of the pastry inward to enclose the filling. Use a fork to press the edges down. Brush the edges of the pastry with beaten egg.
Transfer to the oven and bake for 15-20 minutes, until the pastry is golden and the cheese melted. Drizzle honey over the hot pastries and garnish with sage leaves.