Preheat oven to 400?F. Cut squash lengthwise in half and discard seeds. Place cut side up on a baking sheet and brush with olive oil. Roast for about 1 hour until tender and browned. Allow to cool slightly, then scoop the flesh into a food processor and puree until smooth. Transfer to a medium nonstick saucepan and cook over medium heat until thickened, about 15 minutes.

Measure 1 cup of packed squash puree and let cool. In a large mixing bowl, combine squash puree, flour, Parmesan, egg yolks, nutmeg, and salt. Mix until dough forms, adding more flour if necessary. Turn out onto a floured surface, knead gently, divide into 8 pieces, wrap in plastic, and refrigerate for 4 hours or overnight.

Line baking sheets with parchment and sprinkle with semolina flour. Roll one piece of dough into a ?-inch-thick rope, cut into ?-inch pieces, and roll along a gnocchi board. Transfer to baking sheets and repeat. Chill for at least 1 hour.

Bring a pot of salted water to a boil. Cook gnocchi in batches; they are done when they float, about 3-5 minutes. Transfer to a large plate using a slotted spoon.

In a large skillet, cook butter over medium heat until golden, about 4-5 minutes. Add sage and cook for 2 more minutes. Toss in the gnocchi until heated through and coated with butter. Season with salt and pepper, and serve garnished with Parmesan, walnuts, and crispy sage.