Preheat oven to 450ºF. Place squash in a roasting pan. Drizzle approximately ½ tablespoon of the olive oil over the squash and add salt and pepper. Toss until coated. Bake for 30 minutes or until squash is golden and softened.
Heat remaining olive oil in a skillet over medium-high heat. Add onion and cook for 6 minutes until softened and translucent. Add in garlic, sage and cayenne, cooking for another minute. Stir in the broth, bring to a boil then reduce heat to low.
In a large mixing bowl, combine pasta (cooked according to package directions,) onion broth mixture, and squash tossing gently to combine but not break up the squash too much. Add feta cheese and toss again even more gently just to combine. Serve and garnish with toasted pecans.