Preheat oven to 375º F and place a rack in the center.
Pierce the potatoes all over with a fork. Place the potatoes onto a baking sheet and transfer to the oven to bake until tender, about 1 hour. Set aside to cool.
Peel the potatoes and pass through a potato ricer into a large bowl. Once potatoes are completely cool, stir in the egg, salt, pepper, sugar and nutmeg until combined. Mix in the flour, 1 cup at a time, until thoroughly combined.
Place dough on a lightly floured work surface and cut into fourths with a bench scraper. Roll each portion into a long rope about 3/4 inch in diameter. Using the bench scraper, cut the rope into 1-inch long pieces. Roll the gnocchi over a gnocchi paddle or the back of a fork using your thumb. Set the gnocchi on a lightly floured baking sheet and cover with a kitchen towel as you form the remaining gnocchi.
To make brown butter-sage sauce: melt butter in a large skillet over medium heat, stirring occasionally, until butter turns golden brown and gives off a nutty aroma, about 3 to 5 minutes. Remove skillet from heat and stir in chopped sage and lemon zest.
To cook gnocchi: fill a large pot with water and bring to a boil over high heat. Generously salt the water and add gnocchi in batches. Cook until they float to the surface, about 4 to 5 minutes. Using a slotted spoon or spider, drain gnocchi and transfer to the skillet with the sage sauce, toss until well combined. Taste and adjust seasoning with salt and pepper. Divide among 4 serving bowls and serve immediately.