Heat oven to 400°.  Butter a 8½-x-4½-x-2½-inch loaf pan.

In a heavy medium saucepan, bring water to a boil. Gradually whisk in polenta and salt. Reduce heat to lowest setting and, using a wooden spoon, stir constantly until mixture thickens, about 20 minutes. Remove from heat and transfer to prepared baking dish. Using a spatula, spread evenly. Let cool at room temperature until polenta is firm, about 1 hour.

Heat a large skillet over medium-high heat. Add sausage and cook until brown on all sides and cooked through, about 10 minutes. Remove from heat and drain on paper towels. Cut widthwise into 36 pieces.

Cut polenta into 36 squares. Thread 3 sausage pieces and 3 polenta squares, alternating between each, onto each skewer; thread sage leaves onto ends. Transfer skewers to a baking pan. Dot with butter and bake until heated through, 5 to 7 minutes. Serve warm.