Dissolve yeast and sugar in warm water in a large bowl; let stand 5 minutes. Stir in milk and molasses. Lightly spoon flour into dry measuring cups; level with a knife. Add 3 cups flour, cornmeal, margarine, sage, and salt to yeast mixture, and stir until blended. Turn dough out onto a lightly floured surface. Knead until smooth and elastic (about 10 minutes), and add enough of remaining flour, 1 tablespoon at a time, to prevent dough from sticking to hands.
Place dough in a large bowl coated with cooking spray, turning to coat top. Cover and let rise in a warm place (85°), free from drafts, 1 hour or until doubled in bulk. Turn dough out onto a lightly floured surface; punch dough down. Cover and let rest 5 minutes. Divide into 18 equal portions. Working with 1 portion at a time (cover remaining dough to keep from drying), shape each into a ball. Place balls of dough 2 inches apart on baking sheets coated with cooking spray. Cover and let rise 30 minutes or until doubled in bulk.
Preheat oven to 350°.
Uncover dough. Snip across tops of rolls about 1/4-inch deep to make an "X" design using sharp scissors. Combine 2 teaspoons water and egg white; brush over dough. Bake at 350° for 13 minutes or until golden brown. Serve warm.