Preheat your oven to 400°F (200°C). In a large bowl, toss the diced butternut squash with olive oil, salt, and pepper until well coated. Spread the mixture evenly on a baking sheet and roast for 25-30 minutes.

While the squash roasts, heat a splash of olive oil in a large skillet over medium heat. Add the chopped onion and sauté for about 5 minutes until softened. Stir in the minced garlic and cook for another 30 seconds.

Transfer the roasted butternut squash to the skillet with the sautéed onion and garlic. Pour in the vegetable broth and use an immersion blender to puree the mixture until smooth.

Stir in the heavy cream, grated Parmesan cheese, chopped fresh sage, and nutmeg. Cook over low heat for about 5 minutes, stirring occasionally.

Toss the creamy butternut squash sauce with cooked pasta or gnocchi. Garnish with additional chopped sage and a sprinkle of Parmesan cheese if desired.