Cut the squash into bite sized pieces, arrange on a baking sheet/tray and drizzle over the olive oil. Toss the chunks of squash to evenly coat.
Roast the squash until tender and the edges are starting to become slightly brown and caramelized, around 25 - 40 minutes depending on the size of the pieces. Remove from oven and allow to cool slightly.
Once the squash has cooled enough to handle, place in a blender or food processor with the cream, stock, parmesan and nutmeg. Blend until smooth. At this point, you can transfer the sauce to a container and store in the fridge for a day or two until needed, then warm, ideally on the stove though you could use a microwave, before using.
Stir through pasta, using some pasta cooking water to thin out the sauce a little, as needed. Alternatively, use with gnocchi (you may also need a little of the hot water from cooking to thin).