To prepare sauce, heat oil in a large nonstick skillet over medium heat. Add leek and garlic; cook 8 minutes or until tender (do not brown), stirring frequently. Increase heat to medium-high. Add red pepper and next 6 ingredients (red pepper through tarragon); bring to a boil. Reduce heat to low; simmer 15 minutes or until thick. Discard rind, bay leaf, and tarragon.
Preheat oven to 375°.
To prepare wontons, cut the squash in half lengthwise; discard seeds and membrane. Place the squash halves, cut sides down, in a 2-quart baking dish; add 1/2 cup water. Bake at 375° for 45 minutes or until squash is tender when pierced with a fork; cool. Scoop out pulp to measure 1 cup, and reserve the remaining pulp for another use. Combine 1 cup pulp, ricotta, and the next 5 ingredients (ricotta through nutmeg), stirring until well combined.
Combine 1 teaspoon water and egg, stirring with a whisk. Working with 1 wonton wrapper at a time (cover remaining wrappers with a damp towel to prevent drying), spoon about 2 teaspoons squash mixture into center of each wrapper. Brush edges of dough with egg mixture; bring 2 opposite corners together. Press edges together to seal, forming a triangle. Repeat procedure with remaining wonton wrappers and squash mixture.
Place the wontons on a large baking sheet coated with cooking spray, and brush lightly with remaining egg mixture. Bake at 375° for 17 minutes or until golden and crisp. Serve with the sauce.