Melt the butter in a casserole dish under the broiler. Sprinkle the rockfish filets lightly with Old Bay seasoning, salt, and pepper and add them to the casserole dish. Return the dish to the oven and broil the filets for 6-8 minutes, rotating halfway through. Remove from the oven and baste with the melted butter. Place the lemon slices on top and sprinkle with sliced sage, if desired.
Return to the oven long enough to char the lemon. Garnish with sage and serve hot.