If you want to make your own pastry, Smitten Kitchen has a good recipe, or use your own tried-and-true recipe, or use a store-bought pie crust. It is much quicker to make using refrigerated rolled pie crusts.
Preheat oven to 375 degrees F. Cut squash in half and scoop out seeds. Place squash halves on baking sheet with skin down, orange "meat" up. Brush tops with olive oil and sprinkle with 1/2 teaspoon salt. Bake about 30 minutes until tender. Set aside to cool slightly and increase oven temperture to 400.
While squash is roasting, melt butter in heavy skillet and cook onion over low heat with remaining half-teaspoon of salt and pinch of sugar, stirring occasionally, until soft and lightly golden brown, about 20 minutes. Stir in cayenne.
Scrape squash flesh from skin and mix with caramelized onions, cheese, and sage in bowl.
To assemble pie/galette, roll out pie crust and place on an ungreased baking sheet. (If making your own, roll it out on a floured surface and then transfer to baking sheet.) Spread squash, onions, cheese and herb mixture over the dough, leaving a 1 1/2-inch border. Fold the border over the squash, onion and cheese mixture, pleating edge to make it fit. The center will be open.
Bake until golden brown, 30 to 40 minutes. Remove from oven, let stand for 5 minutes. Cut into wedges and serve hot, warm or at room temperature.