1. Cut squash in half crosswise and scoop out seeds. Place cut side down on a 12- by 15-inch baking pan or sheet, cover with foil, and bake in a 425° regular or convection oven until soft when pierced, 25 to 40 minutes. When cool enough to handle, scoop out flesh and whirl in a blender or food processor until smooth. You will need 1 1/2 cups purée (see notes).
2. Meanwhile, pour oil into a 10- to 12-inch frying pan over medium-high heat. When hot, add leeks and cook, stirring occasionally, until soft, about 10 minutes. Let cool to room temperature, about 10 minutes.
3. In a bowl, whisk eggs, milk, and cream to blend. Whisk in squash purée, sage, salt, and pepper.
4. Unfold pie dough and ease gently into a 9-inch tart pan with removable rim, pressing against sides of pan; trim off overhanging dough flush with rim. Place tart pan on an uninsulated baking sheet. Scatter leeks, then cheese evenly over bottom of crust; pour in squash mixture (discard any filling that does not fit in shell).
5. Bake on the bottom rack of a 425° regular or 375° convection oven for 20 minutes; reduce heat to 375° (350° for convection oven) and bake until custard is puffed up and browned, 10 to 15 more minutes. Let cool 10 minutes, then remove pan rim. Serve warm or at room temperature, cut into wedges.