Preheat the oven to 450 degrees . On a large rimmed baking sheet, toss the squash with about 1 tbsp. olive oil; season with salt and pepper. Roast until the squash is tender and golden in spots, 17 to 18 minutes.
Meanwhile, bring a large pot of water to a boil for the pasta.
In a large saucepan, heat 1 tbsp. olive oil, one turn of the pan, over medium-high. Add the butter. When it foams, add the onion and garlic. Cover, reduce the heat to medium and cook, stirring occasionally, until the onion softens, about 5 minutes. Add the cream and Gorgonzola and stir until the cheese melts, about 2 minutes. Add the Parmigiano-Reggiano, sage and nutmeg; season with pepper.
In a food processor, pack the spinach and escarole and pulse until finely chopped. Add to the sauce and cook at low bubble, stirring occasionally, until the sauce thickens slightly and the greens are tender, about 15 minutes.
Meanwhile, salt the water, add the pasta and cook until al dente. Drain the pasta, reserving half a mug of pasta cooking water. Add the pasta and the squash to the pan with the sauce. Toss to combine, adding cooking water as needed to thin the sauce. Season.