Roast butternut squash: Toss squash with olive and roast on baking sheet in preheated 400°F oven for about 40 minutes, tossing and moving around occasionally to evenly cook. While squash is cooking, prepare risotto.
Heat chicken broth: Meanwhile, in a medium sized pot, heat chicken broth and over low heat.
Sauté vegetables: In a medium sized heavy bottom stockpot or Dutch oven, sauté onion, garlic, and sage in butter over medium high heat until lightly brown, 5-6 minutes.
Toast risotto: Add rice and stir for about a minute. The goal is to toast it to a lovely golden brown color.
Deglaze: Add wine and stir until liquid is absorbed, approximately 2 minutes. Scrape bottom of pan with flat bottomed spoon to release anything that stuck.
Cook risotto: Add about ½ cup of stock, roughly one ladle full at a time, to the rice mixture and continue stirring until liquid is absorbed. Continue to add stock, one ladle at a time, stirring until liquid is absorbed, until all liquid has been added to rice. This will take approximately 30 minutes. When done, turn off heat.
Combine: Add roasted squash, the shredded cheese, and salt and pepper to taste. Stir to combine and allow to rest. Serve hot.