Palace were well beaten by RC Lens in their opening game, but recovered to earn a draw with the high-flying Portuguese side.
A youthful Eagles side then triumphed on penalties after Remi Matthews saved the decisive spot-kick to become the shootout hero.
Giving his review of the evening to Palace TV, Sage said: "On the first game, we played with our older [senior] players, but it was difficult because Lens is a good team.
"We had a lot of difficulty. I think we had a lack of aggression difficulty defensively, they scored their first goal like this.
"On the second goal we made a tactical mistake and after that it it was difficult.