How to Make It
Preheat the oven to 350°. Peel and slice the butternut squash 1/2 inch thick; spread on a baking sheet, drizzle with olive oil and season with salt and pepper. Cover with foil and roast until tender but not browned, 45 minutes. Meanwhile, spread the pine nuts on a baking sheet and toast until golden, 4 minutes.
Transfer the squash to a food processor and puree until smooth. Set aside 1 cup of the puree and reserve the rest for another use.
Heat the 1 tablespoon of olive oil in a pressure cooker. Add the shallot and cook over moderate heat, stirring, until softened, 4 minutes. Add the pine nuts and tomato paste and cook, stirring, for 2 minutes. Add the wine and boil until reduced to 2 tablespoons, 5 minutes. Add the broth. Cover and cook at 15 PSI (see Note) for 7 minutes. Place the pressure cooker in the sink and run cold water over the lid to depressurize it rapidly; remove the lid once it can be released without force.
Return the pressure cooker to medium heat, uncovered, and bring the contents to a boil. Allow the liquid to reduce until the pine nuts are suspended in a thick sauce, about 4 minutes. Stir in the reserved squash puree and saffron and cook until heated through. Stir in a tablespoon of water if the puree is too thick. Season with salt and pepper. Spoon the mixture into bowls, garnish with orange zest and the cheese shavings and serve.