Preheat the oven to 375 degrees. Halve the squash lengthwise and scoop out the seeds. Rub the cut surfaces with the olive oil and bake, cut side down, on a parchment lined baking sheet for about 35 minutes or until soft. Cool. Melt the butter in a skillet over medium heat and sauté the leeks until golden, about 15 minutes. Cool.
Increase the oven temperature to 400 degrees. Peel the cooled squash and mash the flesh in a large bowl. Stir in the leeks, cheese, sage, salt and pepper.
On a floured surface, roll out the puff pastry to a 12 by 6 rectangle. Spoon the squash mixture across the short side of the pastry, about 1inch from the edge. Roll theastry Round the filling like a jelly roll, tucking in the end as you go. Place seam-side down on a baking sheet. Brush with the beaten egg. Bake 25 to 30 minutes or until theastry is golden.
This cook's notes: The amount of filling makes it difficult to roll. Consider making two or cutting the filling in half.
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