Russian sage can still be cut back now if you want it to come back a little bushier this year. What I do in my garden is wait to see where the new spring growth shows up. Some years the plants will die back further than other times. Or, the new growth will be spotty when it comes back. Basically, if the plant comes out of dormancy and look nice and full, I leave them alone. But, if they are spotty or were leggy last year, I cut them back now to about 8 inches high. It's really a wait and see.