Season the insides of the quail with salt and pepper and insert a sage leaf into each. Wrap each with pancetta slices, fastening with toothpicks.

Melt 1 tablespoon butter in a saucepan over medium-high heat. Brown quail, moistening with brandy, 1/2 of the beef stock, and 1/2 of the wine, until most of the wine has evaporated, 5 to 7 minutes. Season with salt and pepper, and transfer mixture to a baking dish.

Roast in the preheated oven until quail are no longer pink in the centers and juices run clear, about 12 minutes, moistening with juices as needed.

Remove baking dish from the oven and transfer juices to the saucepan; add quail. Cover and cook over low heat, turning frequently, for another 6 minutes.

Meanwhile, heat 1/2 tablespoon butter in a large, heavy-bottomed saucepan over medium-high heat. Add onion; cook and stir until the onion begins to turn golden brown at the edges, about 2 minutes. Pour in rice and stir until coated in butter and starting to toast, 2 to 3 minutes.

Reduce heat to medium and stir in remaining wine. Let wine simmer until it has mostly evaporated, then stir in 1/3 of the remaining broth; continue stirring until the rice has absorbed the liquid and turned creamy. Repeat this process twice more, stirring risotto constantly, 15 to 20 minutes.

Stir remaining butter and 1/2 of the Parmigiano cheese into the risotto.

Serve each quail on a bed of risotto. Drizzle edges of risotto with pan juices and sprinkle remaining Parmigiano cheese on each quail. Serve hot.