Preheat the oven to 400ºF and prepare a baking sheet with parchment paper or til foil.
Cut off each end of your squash, then slice it down the middle lengthwise, scooping out the seeds.
In a small bowl mix the olive oil, salt, and pepper, then brush the mixture over the insides of the squash.
Place both halves of the squash on the baking sheet open side down, then bake the squash for about 35 minutes or until tender and easily scooped. Set aside until use.
With about 5 minutes left on the squash, boil a pot of water and cook the pasta until al dente according to package directions. Save ¼ cup of pasta water before draining.
While cooking the pasta, add the butter and shallot to a large pot or saucepan and melt on medium-low heat until fragrant, about 1-2 minutes. Add the flour and whisk into the melted butter to form a roux, cooking for another 1-2 minutes.
Slowly pour in the milk and whisk it into the roux until smooth. Mix in the salt, pepper, garlic powder, sage, thyme, and nutmeg and simmer for about 5 minutes to thicken the sauce.
Remove the pot from the heat and slowly whisk in the cheese in handfuls until fully melted and smooth.
Scoop the roasted squash directly into the pot/pan and blend with an immersion blender until fully smooth. You can also add the squash to a food processor with a splash of milk or water and blend until smooth, then pour into the cheese sauce and whisk until combined.
Return the pot/pan to low heat and whisk ¼ cup of pasta water into the sauce. Stir in the cooked pasta until fully coated and heat for a few minutes, then transfer to a serving bowl and enjoy!