Preheat oven to 400°.
To prepare squash, combine squash, olive oil, 1/2 teaspoon sage, 1/4 teaspoon salt, and dash of pepper in a jelly-roll pan; toss well to coat. Bake at 400° for 20 minutes or until tender and beginning to brown, stirring every 7 minutes. Set aside; keep warm.
To prepare risotto, bring 1 1/2 cups water and broth to a simmer in a medium saucepan (do not boil). Keep warm.
Heat a medium sauté pan over medium-high heat. Coat pan with cooking spray. Add onion and garlic; sauté 3 minutes or until golden. Add oats; cook 3 minutes or until oats become fragrant and begin to brown, stirring constantly. Add wine; cook 1 minute or until liquid is nearly absorbed, stirring constantly. Stir in 1 cup broth mixture; cook 4 minutes or until liquid is nearly absorbed, stirring constantly. Add remaining broth mixture, 1/2 cup at a time, stirring constantly until each portion of broth is absorbed before adding the next (about 25 minutes). Remove risotto from heat; stir in 1/2 cup cheese, 2 teaspoons sage, and 1/4 teaspoon pepper.
Melt butter in a large nonstick skillet over medium-high heat. Add mushrooms and 1/2 teaspoon salt; sauté 3 minutes or until tender and beginning to brown. Stir in squash; cook 1 minute or until thoroughly heated.
Spoon about 2/3 cup risotto into each of 6 bowls; top each serving with 1/2 cup mushroom mixture, 2 teaspoons cheese, and coarsely ground pepper, if desired.