Preheat the oven to 375 degrees. Put the beets on a pan and roast them for about an hour or until they are tender when pierced with a fork or skewer. Cool them slightly and slip off their skins. Cut the beets into one-inch cubes.
Just before the beets are done, melt the butter with the sugar. Add the orange juice and cook until you have a light glaze (about five minutes). Add the orange peel and the sage leaves. Put the beets into a serving dish and toss them with the glaze. Season them to taste with salt and pepper and serve.