First prepare the stuffing. Heat oil in a large skillet, then saute the onions until they are tender and transparent. Add the celery to the onions and cook until the celery is soft. Stir in the mushrooms and cook until they are tender. Season the onion mixture with the sage, salt, poultry seasoning, pepper and parsley. Toss until well mixed. Process the buns to make bread crumbs, then add them to the skillet and mix until well combined. Remove from the heat and let cool. Once cool, stir the egg into the stuffing. Set mixture aside.
Remove the giblets and wash the capon inside and out. Rub the bird inside and outside with salt. Loosely fill the cavity of the capon and the neck opening with the stuffing. Fold the skin over the stuffing and skewer the openings.
Lay the capon in the roasting pan, breast side up. Spread the softened butter on the skin then season the exterior of the bird with Lawry's salt. Add the potatoes and carrots to roasting pan. Roast the capon at 425F with the lid on for 15 minutes. Reduce the heat to 350F and remove the lid. Roast the capon basting frequently with it's own juices for 2 hours or until the juices run clear when pierced.
To serve, transfer the capon and vegetables to a heated serving dish. Discard the skewers and keep the bird hot by tenting with foil. while making the gravy.
To prepare the gravy, stir the flour into the roasting pan and bring to a boil over moderate heat on the stove. Add the water, salt and pepper stirring and scraping the base and sides to dislodge any crusty bits. Reduce heat and simmer for 5 minutes stirring until gravy is desired consistency. Strain the gravy into a small saucepan and keep warm until ready to serve.