Preheat oven to 400 degree F. Prepare tortellini according to package directions. Drain; set aside. In a medium saucepan cook onion and shallots in hot margarine over medium heat until tender. Stir in cream and milk. Bring just to boiling. Remove from heat. In a small bowl lightly beat egg yolks. Slowly add about 1 cup of hot mixture to yolks, beating until combined. Return all to saucepan. Cook and stir over medium-low heat about 10 minutes or until slightly thickened and just bubbly. Stir in Parmesan, sage, and 1/4 teaspoon pepper. Transfer half of the tortellini to a 2-quart rectangular baking dish. Sprinkle with the cheese. Pour half of the sauce over tortellini. Top with remaining pasta, the walnuts, the prosciutto, and remaining sauce. Bake, uncovered, for 20 minutes or until top is lightly browned and mixture is bubbly. Let stand 10 minutes. Makes 8 servings.