Preheat oven to 425°F and lightly grease a baking sheet. Put squash halves flesh sides down on baking sheet and roast in middle of oven 25 to 30 minutes, or until flesh is very tender. When squash is cool enough to handle, scoop out flesh into a bowl and discard skin and seeds. Mash squash with a fork until smooth. Over medium heat, sauté minced shallots in 1 tablespoon of butter. Add squash and cook until slightly dry, 2 to 3 minutes. Add 4 tablespoons Parmesan cheese and a pinch each of nutmeg and cayenne (to taste) and stir to combine. Remove mixture from heat. Put 1 wonton wrapper on a lightly floured surface, keeping remaining wrappers in package as you work. Mound 1 tablespoon filling in center. Lightly brush edges of wrapper with egg wash and put a second wrapper over first, pressing down around filling to force out air and seal edges well. If desired, trim excess dough with a scalloped cutter or sharp knife. Transfer to a cookie sheet brushed with olive oil. Brush top of raviolis with more egg wash and bake raviolis at 375°F for 8 to 10 minutes or until golden brown and crispy. Meanwhile, in a skillet, cook remaining butter with sage leaves over moderate heat until butter begins to brown and sage leaves crisp, about 3 minutes. Divide ravioli between six shallow dishes, drizzle with brown butter sauce and sprinkle with remaining Parmesan cheese. Serves 6 as a starter course. Wine pairing: Dry Gewurtztraminer