Preheat your oven to 400°F (200°C). Place the cubed butternut squash on a baking sheet, drizzle with olive oil, and sprinkle with salt. Roast for 25-30 minutes or until tender. Let cool slightly, then mash until smooth.
In a large bowl, combine the mashed butternut squash, 1 cup of flour, egg, salt, nutmeg, black pepper, and Parmesan cheese. Mix until a dough forms. If the dough is too sticky, add a little more flour as needed.
Lightly flour a clean surface and turn the dough out onto it. Divide the dough into four equal pieces. Roll each piece into a long rope about 1/2 inch thick. Cut the ropes into 1-inch pieces to form the dumplings.
Bring a large pot of salted water to a boil. Carefully drop the dumplings into the boiling water in batches. Cook for about 3-4 minutes or until they float to the surface. Use a slotted spoon to remove them and transfer to a plate.
In a skillet, melt the butter over medium heat. Add the sage leaves and cook until the butter is golden and the sage is crispy, about 3-4 minutes.
Add the cooked dumplings to the skillet and gently toss to coat them in the sage butter sauce. Cook for an additional 2-3 minutes to heat through.
Serve warm, topped with additional grated Parmesan cheese.