Preheat the oven to 400°. In a large roasting pan, toss the squash, apples and sage with the olive oil and season with salt and pepper. Season the chicken legs and set them on top. Dot with the butter and roast for about 1 hour and 15 minutes, until the squash and apples are tender and the chicken is browned and cooked through.
Transfer the chicken to a plate and keep warm. Place the roasting pan over a burner and boil, stirring, until the pan juices are reduced, about 5 minutes. Return the chicken to the pan and serve.