Chop the turkey, onion, mushrooms and sage finely, then sauté them in a pan with a couple of tablespoons of oil until onion is tender and translucent. Season with salt and pepper to taste. Allow the mixture to cool.
Add the shredded cheese to the turkey mixture.
Place 1 tablespoon of filling down the center of the tortilla and roll the tortilla tightly. Secure it shut with two toothpicks. Repeat with remaining tortillas.
Heat the oil to 350 degrees in a thick-bottomed, straight-sided pot.
Fry the taquitos until golden brown, about 3 minutes and place them on a paper towel to drain. Serve hot!