Preheat oven to 450°.
Place each chicken breast half between 2 sheets of heavy-duty plastic wrap; pound to 1/4-inch thickness using a meat mallet or rolling pin.
Combine breadcrumbs and next 4 ingredients in a shallow dish. Combine 1 tablespoon lemon juice, cornstarch, and egg white in another shallow dish. Stir well with a whisk.
Dip each chicken breast half in egg white mixture; dredge in breadcrumb mixture. Place chicken breast halves on a wire rack; let stand 10 minutes. Place a baking sheet in oven to heat while chicken stands.
Coat each chicken breast half well with cooking spray. Remove hot baking sheet from oven; coat with cooking spray. Place chicken breast halves on baking sheet, and bake at 450° for 20 to 25 minutes or until chicken is done.
While chicken bakes, heat oil in a small saucepan over medium-high heat. Add shallots; sauté 2 minutes or until tender. Sprinkle shallots with flour; stir well, and cook 1 minute. Add broth, wine, and 1 teaspoon lemon juice; bring to a boil. Reduce heat, and simmer 2 minutes or until thick, stirring occasionally. Add butter, stirring with a whisk until butter melts. Stir in chopped sage and salt. Serve immediately with chicken breast halves.