Dissolve yeast and honey in warm water in a large bowl; let stand 5 minutes.
Lightly spoon flours into dry measuring cups; level with a knife. Combine 2 1/4 cups all-purpose flour, wheat flour, sage, salt, and pepper. Add flour mixture and oil to yeast mixture; stir until a soft dough forms. Turn dough out onto a floured surface. Knead until smooth and elastic (about 8 minutes). 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 size. (Gently press two fingers into dough. If indentation remains, the dough has risen enough.) Punch dough down; cover and let rest 5 minutes.
Divide dough into 12 equal portions, shaping each into a ball (cover remaining to prevent drying). Place balls 2 inches apart on a large baking sheet covered with parchment paper. Cut a deep (1/4-inch) X in the top of each roll using kitchen shears or a sharp knife. Cover and let rise for 30 minutes or until doubled in size.
Preheat oven to 350°.
Bake at 350° for 20 minutes or until puffed and beginning to brown. Remove from baking sheet; cool on wire rack.