Sprinkle both sides of thighs with salt and pepper.
Combine cheese, sage, breadcrumbs and lemon rind. Add eggs and stir well. Place a small mound (2 to 3 tablespoons) of breadcrumb mixture on each thigh. Roll up tightly to cover filling. Place on a sheet pan or baking dish, seam side down Roast 30 minutes.
Combine olive oil and honey; mix well. Remove thighs from oven and brush with olive oil-honey mixture. Roast another 5 minutes, or until thighs are golden. Let stand 10 minutes before serving.