Whether the night before or night of, start by preheating your oven to 400°F.
While the oven is heating, peel and cut the squash into 1-inch diced cubes. Toss them with 2 tablespoons of olive oil on a large rimmed baking sheet and arrange them to a single layer.
Season them with a little salt & pepper, to taste, nutmeg and bake for 30 minutes until they are tender.
Top with chopped sage, toss and reserve.
While the squash is baking, arrange the pecans on a pie plate into a single layer and bake for about 4 minutes until toasted. When done, reserve for later.