Place milk and gelatin in a medium saucepan. Set saucepan aside until gelatin softens, about 3 to 5 minutes. Place saucepan on stove top over medium heat, stirring until gelatin dissolves, about 3 minutes. Add the cream, sage, honey, lemon zest, sugar, and salt. Increase heat to medium and stir constantly, allowing flavors to infuse and sugar to completely dissolve, about 7 minutes. Strain, squeezing any liquid from the sage leaves through strainer. Pour mixture into 5 (6 to 8-ounce) ramekins or panna cotta molds. Refrigerate, uncovered, at least 5 to 6 hours.
To loosen the panna cotta, dip the bottom and sides of each ramekin in hot tap water for 20-30 seconds. Carefully run a knife along the inner edge of the panna cotta to loosen it from the ramekin. Gently invert onto a dessert plate by placing the plate over the ramekin, and carefully flipping it with the plate held firmly in place. Slowly lift the ramekin, coaxing the panna cotta onto the dessert plate if necessary.
Garnish each panna cotta with crushed toasted pignoli, a few strips of lemon zest, and a sage leaf.