Preheat the oven to 400 degrees F.
Slice the squash down the center lengthwise. Remove the seeds from the inside and peel the outside. Place the squash on a baking sheet, cut-side down, and rub them with olive oil. Sprinkle with salt and black pepper.
Roast for 15 to 20 minutes, just until the squash is tender enough to slice into.
Let the squash cool slightly until they are cool enough to manage. Place one squash on a baking sheet and lay a butter knife on each side. This will allow you to make slices in the squash without cutting the whole way through.
Make tiny slices in the squash about 1/8 inch apart. This takes some time, but looks so pretty! Gently place the squash back on the baking sheet and repeat with the remaining squash.
Drizzle the squash with olive oil again. Sprinkle two halves with the cinnamon and the nutmeg. Sprinkle the other two halves with the sage and nutmeg. Roast the squash for 20 minutes.
While the squash is roasting this time, prepare your glazes. Place the butter, maple syrup and pecans in a saucepan over medium heat. Bring the mixture to a simmer, then turn off the heat and let it cool.
To brown the butter, place butter in a small saucepan over medium heat and immediately begin whisking. Stir as it bubbles, and after 2 to 3 minutes or so you should see brown bits appear on the bottom of the pan. Remove from heat immediately and drop half of the sage leaves in.
After 20 minutes, remove the squash. Drizzle two of the squash with half of the pecan mixture and the other two with half of the brown butter sage. Return to the oven and roast for another 20 to 30 minutes, or until the squash are fork tender.
To serve, very carefully remove the squash from the baking sheet (I use spatulas!) and transfer them to a platter. Use the remaining glaze and sage butter on the squash to finish them off. Serve!