Line a rimmed baking sheet with parchment paper. Place the squash cut-side-down on the baking sheet and bake for about 40 minutes, or until tender and easily pierced with a fork. Remove the squash from the oven and let it cool slightly. Maintain the oven temperature.
Once the squash has cooled enough to touch, scoop the flesh into a large bowl. Use a potato masher to mash it to a smooth consistency. (If you prefer it completely pureed, use a food processor instead.) Stir in the creme fraiche, sage and nutmeg, then season to taste with salt. (If the squash isn't sweet, you can also add a touch of maple syrup or brown sugar at this point—some squash is sweeter than others.)
Lightly spray a small baking dish with olive oil. Transfer the squash mixture to the baking dish, then top with the cheese. Stir together the panko, olive oil, black pepper and a pinch of salt in a small bowl, then sprinkle on top of the casserole in an even layer.
Place the baking dish in the oven and bake for about 20 minutes, or until heated through and the panko topping is golden brown.
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