Preheat your oven to 400°F (200°C). Toss the diced butternut squash with olive oil, salt, and pepper on a baking sheet. Roast for about 20-25 minutes, tossing halfway through, until tender and lightly caramelized.
In a skillet, combine the heavy cream, chicken broth, dried sage, salt, and pepper. Bring to a gentle simmer over medium heat, stirring occasionally. Cook for 5-7 minutes until slightly thickened.
In a large mixing bowl, combine the roasted butternut squash, gnocchi, and creamy sage sauce. Toss gently to coat everything well.
Transfer the mixture into the baking dish. Sprinkle shredded mozzarella and grated Parmesan evenly over the top.
Bake at 375°F (190°C) for 20-25 minutes, or until the cheese is melted and golden brown.
Remove from oven and sprinkle chopped fresh sage on top. Serve immediately.