1. Preheat the oven to 425°F.
2. Coat the squash with olive oil and season with salt and pepper.
3. Arrange on a baking pan. Turning occasionally, roast the squash until tender and browned, about 25 minutes.
4. In the meantime, melt the butter with sage until it begins to brown, about 2 minutes.
5. Transfer the squash to a serving dish and pour on the sage-butter.
6. Sprinkle top with the blue cheese and serve while warm.