Place squash halves, cut side up, on a baking sheet. Drizzle generously with olive oil, salt, and pepper. Bake for 40-45 minutes until tender.
Meanwhile, bring a large pot of salted water to boil. Add pasta and cook until al dente. Drain and run pasta under cold water to stop cooking. Set aside.
Melt butter in a large saucepan over medium high heat. Add shallots and cook until fragrant, about 3 minutes. Stir in sage and cook for additional minute. Lower heat, add spinach and cook until wilted, about 3-5 minutes. Add cooked pasta. Set aside
Once squash has finished roasting, scoop out flesh and measure out 1 cup. Transfer 1 cup squash to food processor and add whole milk and blue cheese. Puree until smooth. Adjust salt and pepper to taste. If mixture feels too thick, add additional milk. If too thin, add more squash.
Pour sauce over pasta and toss to coat. Serve with freshly ground black pepper and additional sage.