Cut the zucchini lengthwise into thin strips, between 1/4-1/2-inch thick. Discard the first and last slices, and season slices with salt and pepper to taste. Add butter and garlic to a large skillet over medium-high heat. When hot, cook zucchini for 3-4 minutes per side, or until just barely softened. Remove to plate and continue with remainder of zucchini.
In a bowl, combine ricotta, Cheddar, sage leaves and chili powder, blending well. When zucchini is cool enough to handle, add a couple of tablespoons of cheese mixture to one strip and roll rather tightly. You may also spread the cheese mixture the entire length of the zucchini and roll accordingly. Proceed with all slices. Serve at room temperature.