Preheat oven to 425 degrees F.
In a large bowl mix together water, lemon juice, sugar and salt until dissolved. Add lemon quarters and chicken. Marinate for 30 minutes. Remove from marinade and pat dry. Preheat a grill pan over medium heat. Massage 1 drop of liquid smoke into each chicken breast. Salt and pepper generously then rub 1 tablespoon butter over and under skin of each chicken breast, placing 2 sage leaves underneath the skin. Place on hot grill, skin side down, until skin is golden brown, about 5 minutes. Transfer chicken to a baking sheet and bake until cooked through, about 25 minutes.
Meanwhile for the white wine mushroom sauce: In a large saute pan over medium heat, melt 2 tablespoons butter with olive oil. Add onions, mushrooms and cayenne pepper. Saute until onions are translucent and mushrooms are tender, about 8 minutes. Add wine and reduce until it's almost evaporated. Add chicken stock and simmer until reduced by one third. In a small bowl press together remaining butter and flour with fingertips until well blended, then slowly add to the sauce while stirring with a wooden spoon. Simmer until sauce resembles loose gravy, about 5 minutes. Serve warm with the chicken.