Clean and bone veal breast, trimming well. Grind veal scraps; reserve 1-1/2 lb for stuffing.
Pound breast out to a rectangle. Cut into 2 pieces, about 12 x 8 inches each. Refrigerate.
Combine ground veal, eggs, Cognac, 1 Tbsp oil, oregano, thyme, 1/2 tsp salt and 1/4 tsp pepper in bowl, mixing lightly but thoroughly. Refrigerate.
Sauté mushrooms in 3 Tbsp oil over high heat until caramelized. Stir in shallots and garlic. Deglaze with Madeira; cook until reduced by 1/2. Stir in cream. Season with salt and pepper. Cool.
Combine mushroom mixture and ground veal mixture, mixing well.
Open veal breast pieces flat. Spread with stuffing, leaving 1-inch border. Roll up jelly-roll style. (Roll veal with the grain, so that when served, roll will be sliced across the grain.) Wrap rolls securely in cheesecloth; tie with kitchen twine. Refrigerate.
Place veal rolls in braising liquid, making sure they are covered with liquid. Bring to a boil. Cover tightly. Braise in 300°F oven 2-1/2 hours or until veal is fork-tender.
Remove veal rolls from liquid; keep warm. Skim fat from liquid; reduce by 1/3. Strain, if desired.
Slice veal rolls as needed. Remove twine and cheesecloth. Cut crosswise into 1/2-inch thick slices.
Per order: Plate 1 or 2 veal slices with 2/3 cup lentils and 1/2 cup braising juice. Garnish with sage.