Preheat the oven to the lowest setting. Add a platter and 4 dinner plates; let warm while you make the veal.
Season the cutlets on both sides with salt and pepper. Place 2 sage leaves on top of each cutlet, then wrap a slice of prosciutto around each cutlet. Place the flour on a large plate. Dredge the cutlets lightly in the flour, shaking off the excess.
In a large skillet, heat 2 tbsp. EVOO, two turns of the pan, over medium-high. Add half the cutlets and cook, turning once, until golden and cooked through, 2 to 3 minutes per side for medium. Transfer to the warm platter and repeat with 2 tbsp. of the EVOO and the remaining cutlets.
Add the remaining 1 tbsp. EVOO, one turn of the pan, to the skillet. Add the mushrooms and cook, stirring often, until browned, 7 to 8 minutes. Add the shallot and garlic, stir 1 minute, then add the marsala. Increase the heat to high and boil until the sauce is reduced by half, about 4 minutes. Add the stock and butter and remove from the heat. Stir until the butter melts and the sauce thickens.
In another large skillet, bring a few inches water to a boil. Salt the water, add the asparagus and cook until crisp-tender, about 3 minutes; drain. Divide the cutlets among the warm plates. Top the cutlets with the marsala mushrooms. Garnish with the chopped parsley. Serve with the asparagus.