Heat oven to 350°. In a large bowl combine butternut squash, 1 tsp. olive oil, salt and pepper. Place on a baking sheet and bake for 15 minutes until soft.
Combine roasted butternut squash, 1/2 cup plain yogurt, egg, salt, nutmeg, 1/2 cup parmesan and pepper to taste. Mix well. Hold a wonton wrapper in the palm of your hand. With the other hand, dip a finger or pastry brush into water and wet the outside edge of the wonton wrapper. Spoon about 1/2 to 1 tablespoon of squash mixture into the center and fold wonton over. Pressing wet edges together to seal (can make triangles or rectangles). Lightly coat a baking sheet with flour to place folded ravioli on.
In a small pan, toast nuts over medium-low heat, until lightly browned and fragrant (about 3-5 min). Crush and set aside. In the same skillet, heat butter and olive oil on high heat until foaming slightly, reduce heat and add shallots let cook until translucent (4 minutes). Add chopped sage and remove from heat. Let sage fry in residual heat (being careful not to burn the sage). Allow to cool slightly and fold in remaining 1/2 cup of yogurt.
In a medium size pot, bring 4 cups of water to a boil over medium-high heat. Add ravioli, reduce heat to medium and simmer for 4 minutes. Transfer ravioli to a serving plate using a slotted spoon. Spoon yogurt sage mixture over ravioli and top with the remaining Parmesan cheese and toasted nuts. Serve immediately.