1. Preheat oven to 375°.
2. Cut squash in half lengthwise; discard seeds and membrane. Place halves, cut sides down, on a baking sheet coated with cooking spray. With a chef's knife, slice off top 1/4 inch of garlic heads; place on a 4- x 4-inch sheet of aluminum foil. Drizzle with oil and secure foil edges around heads; place on baking sheet with squash. Bake at 375° for 50 minutes or until squash is tender. Cool. Scoop squash out of shell, transfer to bowl, add garlic; mash together with fork. Set aside.
3. Bring broth and water to a simmer in a large saucepan. Keep warm over low heat.
4. Heat a large nonstick skillet over medium-high heat, until hot. Melt butter in pan. Add onion; sauté 4 minutes or until lightly browned.
5. Reduce heat to medium. Add rice; sauté 1 minute. Stir in wine and 1/2 cup broth mixture; cook until liquid is nearly absorbed, stirring constantly. Add remaining broth, 1/2 cup at a time, stirring constantly until each portion is absorbed before adding the next (about 30 minutes or until all broth has been absorbed and rice is tender). Stir in squash mixture, cheese, sage, pepper, and salt. Serve immediately.