Preheat oven to 400 degrees.
Line shallow baking pan with foil, spray with cooking spray.
Toss butternut squash, onion, garlic, thyme, salt & pepper in olive oil and spread in single layer on baking sheet. Roast for 20 - 25 minutes until very tender.
Spread bread cubes onto a baking sheet and toast along with squash mixture for 8-10 minutes until cubes are firm and crunchy.
Melt butter in a skillet over med-low heat, add in fresh sage leaves and cook stirring occasionally until butter turns a golden brown. Remove from heat.
Whisk together milk, eggs, shredded cheese, pepper and nutmeg.
In a large bowl toss sage brown butter, milk/egg mixture, and roasted veggies with bread cubes.
Pour into a buttered 2 Qt. baking dish and let set for 15 minutes. Then bake 40 - 45 minutes until pudding is set and top is lightly browned. Let sit for 5 minutes before serving.