Place one chicken breast on a work surface inside a plastic zip-top bag or between two pieces of plastic. Pound with meat mallet or rolling pin to ½-inch thickness. Repeat with remaining chicken breasts. Season each chicken breast on both sides with salt and pepper.
Place one slice of lemon and one fresh sage leaf on one chicken breast and wrap crosswise with a slice of prosciutto, pressing to seal. Repeat with remaining chicken breasts.
Finely chop remaining sage leaf.
Heat olive oil in a large skillet over medium-high heat. Place chicken breasts, lemon side up in the hot oil; cook 5 minutes. (Reduce heat if prosciutto is browning too quickly) Carefully turn chicken breasts over with tongs or a thin metal spatula and cook 3-5 minutes more, until chicken has just cooked through and prosciutto has caramelized. Remove from skillet and tent with foil; let stand 5 minutes or until an instant read thermometer inserted in the thickest part reads 165˚F.
Meanwhile, add white wine to skillet; cook and stir with a wooden spoon, scraping up any brown bits. Add chicken broth and boil until reduced by half, 4 to 5 minutes. Add tomatoes, cream, 1 teaspoon kosher salt and 1/4 teaspoon of pepper; cook and stir until thickened and bubbly, 3 to 5 minutes.
Arrange chicken breasts on serving platter or place one on each of 4 dinner plates; spoon sauce over each and garnish with finely chopped sage; serve immediately.