Preheat oven to 425 degrees. Use silicone pan liner or aluminum foil to line the sheet pan.
Slice squash from top to bottom through center. Scoop out seeds. Place on pan with cut side up. Brush with olive oil across top. Sprinkle with salt and pepper..
Roast for 50 - 60 minutes until fork tender or knife slides through squash easily. Remove from oven and let cool on pan.
Cut apple removing skin and core. Chop into small chunks.
Dice the onion into medium sized pieces.
In pot on stove, heat oil. Once warmed, add onion, apple and sage. Sprinkle with salt and pepper. Saute till onion is soft - about 5-7 minutes. Remove pan from heat.
Once squash is cool enough to handle, scoop flesh out with a spoon and put into onion mixture. Toss skins into garbage. Add cinnamon.
Add broth and water to mixture. Sitr. Bring to a boil over medium high heat. Then, reduce heat and bring to simmer. Combine to blend all ingredients.
Remove pot from heat. Add cream slowly stirring as it is added.
Use an immersion blender to puree the soup in the same pot. Or, you can use a blender. With a blender, remove the center circle cap to allow the steam to escape. Slowly add hot soup to blender. Cover opening with a towel so it doesn't splatter and burn anyone. Season with salt and pepper to taste.
Add nuts as desired.