Gently mix the beef, egg, onion, cracker crumbs, sage, 1/2 teaspoon salt and a few grinds of pepper in a large bowl using your hands. Divide into 4 equal portions and shape into oval patties, about 1/2 inch thick.
Heat 1 tablespoon butter in a large skillet over medium-high heat. Brown the patties, about 4 minutes per side.
Transfer to a plate.
Add 1 tablespoon butter to the skillet and cook the mushrooms until slightly browned, about 2 minutes. Stir in the Worcestershire sauce, and salt and pepper to taste, scraping up any browned bits.
Sprinkle in the flour and stir, then stir in 2 1/2 cups hot water and simmer until the sauce begins to thicken, about 2 minutes.
Add the remaining 1 tablespoon butter, swirling to combine.
Return the patties and any juices from the plate to the skillet. Simmer until the sauce thickens and the patties are cooked through, about 2 minutes.
Sprinkle with parsley and season with salt and pepper.