Preheat the oven to 350°F. Split the squash in half and scrape out the seeds with a spoon. Cut the squash halves into quarters and place in a mixing bowl, leaving the skin on the squash sections. Toss the squash with the olive oil, nutmeg, honey, and sage leaves. Lay the squash pieces, cut sides down, on a baking sheet. Bake for 30 to 40 minutes or until the squash flesh begins to turn golden brown and is tender. Season the squash with salt and pepper.

Arrange the squash on a serving platter.