Preheat oven to 350°F.
Split the squash in half (cut lengthwise from top end to bottom end) cutting right through the stem so each half has a piece of stem attached. Scrape out the seeds with a spoon and discard. Cut a small piece off the rounded bottom to give it a base to sit on. Place the squash halves, cut sides up, on a baking sheet and sprinkle with salt and pepper. Drizzle with extra-virgin olive oil and bake in the oven for 25–30 minutes, or until tender.
Meanwhile, prepare the tortellini mix. Heat a large pot of salted water to cook the tortellini in. In a separate saucepan heat the heavy cream over medium heat with garlic and thyme and reduce until thick and coats the back of a wooden spoon. Add the nutmeg and parmesan, then melt over low heat. Cook the tortellini in the boiling water (3-4 minutes for fresh tortellini, or follow directions of brand) and then strain and toss into cream mixture. Use some of the pasta water to thin out sauce if necessary. Season with salt and pepper and then divide amongst cooked squash cups.
Turn the oven up to 400°F. Sprinkle the tops of squash bowls with grated parmesan and a fresh sage leave and then bake in the oven for a further 10 minutes until the cheese is melted and golden brown.