Rub both sides of fillets with sage, pepper, and salt; set aside. In a heavy skillet heat oil over medium-high heat. Add tomatoes, chili seasoning, and garlic to skillet; cook for 1 to 2 minutes or until tomatoes just start to soften. Reduce heat to medium-low. Add beans and horseradish. Cook and stir for 2 minutes more. Loosely cover chili; keep warm.
Grill fillets on the rack of an uncovered grill directly over medium coals for 18 to 20 minutes for medium doneness or to desired doneness. (Or, in a heavy skillet cook fillets in 4 teaspoons hot oil over medium heat for 14 to 16 minutes, turning once.) To serve, place one fillet on each plate; spoon warm chili sauce over fillet and garnish with sage leaves. Serve with steamed vegetables, if desired. Makes 4 servings.