Cook the bacon in a large skillet until crisp; about 5 minutes. Drain the bacon on a paper towel lined plate and then chop. Pour off all but 1 tablespoon of bacon grease into a small bowl or ramekin and save for later use.
Lightly brush both sides of the polenta slices with the reserved bacon grease. Bake the polenta for 20 minutes and then broil for an additional 5 minutes or until the edges are golden brown and crispy.
Add the butter to the pan with the bacon grease and heat over medium high heat. Add the mushrooms and cook until well browned; about 10 minutes. Add the shallots and the sage and cook another 5 minutes. Add the wine and deglaze the pan, scraping up the brown bits at the bottom. Add the chopped bacon back into the pan and cook until warmed through; another 2-3 minutes. Season with salt and pepper to taste.
Spread a small amount of goat cheese on each polenta round and then top with the mushroom bacon mixture. Garnish with minced sage.