Peel squash and remove seeds. Chop into small cubes. If squash is difficult to peel, place entire squash in 400 degree F oven for at least 15 minutes to soften it, then peel, seed and chop.
In a small bowl, toss cubed squash with whole garlic cloves and olive oil. Toss to coat. Spread in a single layer on a baking sheet and roast in a 400 degree F oven for 45 minutes, or until tender, stirring once to help promote even cooking. Remove from oven and set aside.
In 10 inch oven safe skillet, melt butter until bubbly over medium heat, swirling pan. Add sage and onion and cook until soft and fragrant, about 5 minutes.
Meanwhile, in a separate bowl, whisk together eggs and heavy cream. Stir in parmesan cheese.
Add roasted squash to the pan. Add roasted garlic, smashing and separated into smaller bits. Pour egg mixture over squash. Add small bits of goat cheese until it is all used.
Set oven to broil high.
Using a spatula, gently lift edges of egg mixture to allow uncooked egg to flow to the surface of the pan. Continue working around the edge of the pan until most of the frittata has set.
When mixture has just about set, place in oven just until the top is golden brown, about 2-5 minutes.