Flatten veal schnitzels, if necessary, with the palm of your hand. Fold large slices of ham in half and place on top of schnitzels. Top with sage leaves and secure with toothpicks.
Heat oil and 1 tablespoon of butter in a pan and cook schnitzels for about 1-2 minutes per side. Remove form the pan and deglaze pan with Marsala and simmer briefly. Whisk in the rest of butter and return schnitzels to the sauce and heat through. Season with salt and pepper and arrange on plates. Drizzle with sauce and serve.