Heat the oven to 350 degrees F. Spray an 8 by 8-inch baking dish with cooking spray.
Bring a large pot of salted water to a boil. Add the lasagna, cover the pot, and bring it back to a boil. Remove the cover, stir, and cook until al dente, about 8 minutes. Reserve 1 cup of pasta cooking water. Drain the pasta and set aside.
Put the ricotta into a bowl and stir in the zest and sage. Put a lasagna noodle on your work surface and spread 1/4 cup ricotta mixture onto it, leaving 2 inches on one end clear. Top the cheese with 1/4 cup ragu and roll up the noodle starting from the filled end. Place it into the baking dish and continue with the remaining noodles, ricotta, and ragu. Sprinkle the mozzarella over the rolls, put the pan onto a baking sheet, and bake until the cheese is bubbling and browned, 30 to 35 minutes. Let rest 10 to 15 minutes before serving.