Heat oven to 350° F and line a baking sheet with parchment. In a medium bowl, whisk together the flour, sage, baking powder, and salt; set aside.
In a large bowl, beat the eggs, goat cheese, sugar, and pepper with an electric mixer on medium-high until light and fluffy, 4 to 5 minutes. Stir in the olive oil. Gradually add the flour mixture, stirring until just combined. Divide the dough in half and shape into two 10 to 12-inch logs. Transfer the logs to the prepared baking sheet, keeping them 2 inches apart in case of spreading. Bake until pale golden, about 25 minutes.
Let the logs rest on the baking sheets until they are cool enough to handle. Then, working gently using a serrated knife, slice each log on the diagonal into 1/2-inch-thick slices. Return the slices to the baking sheets with their cut sides down.
Bake again, flipping the biscotti once, until browned at the edges, dry, and firm, about 12 minutes. Transfer to a wire rack to cool completely.