Preheat oven to 400 degrees F. Place the squash and chopped sage on a sheet pan and drizzle with 2 tablespoons olive oil, kosher salt, and pepper and toss well. Arrange pieces in one layer and roast for 25 to 30 minutes, turning once. In a large skillet heat butter on medium heat and add the shallot. Cook for 3-4 minutes until soft. Add the steel cut oats and toast for 5 minutes until fragrant and nutty. Add vegetable broth and bring to a boil. Reduce heat to low and simmer, stirring occasionally until oats have thickened, about 20 minutes. While oats are cooking, fry whole sage leaves in one tablespoon olive oil until crisp. Place on a paper towel. When the squash has finished roasting, mash half of the pieces into a rough puree, and leave the other pieces whole. When the oats have finished cooking add the squash puree and stir to combine. Top with the whole squash pieces. Divide the RisOATto among bowls and serve topped with Parmesan and crispy sage leaves, along with sea salt and cracked black pepper, if desired.