Melt the butter in a frying pan over low heat. Add the onion and cook until soft and translucent.
Transfer the onion in a bowl to cool, then mix in the lemon zest, sage, and breadcrumbs. Season, add the egg and combine well. If the mixture is too dry, add a little milk.
Make 12 bite-size balls and wrap each ball with a sage leaf, a slice of bacon and secure with a toothpick.
Place the stuffing balls on a small baking dish and roast for 20 minutes.