Step 1Cut the squash in half and scrape out the seeds. Place the halves, cut side down, on a baking sheet. Bake in a 350-degree oven until very soft, 45 to 60 minutes. Cool, then scrape out the flesh and mash until smooth. Turn off the oven.
Step 2Bring the milk to a boil in a heavy saucepan. On low heat, slowly whisk in the semolina a little at a time until incorporated. Using a rubber or silicone spatula, continue stirring until smooth, 5 minutes. Blend in the squash and continue cooking and stirring for 15 minutes. Add the allspice, cayenne, salt and pepper. Remove from heat.
Step 3Stir in 2 tablespoons butter and 2 tablespoons cheese, mixing well. Cool slightly; stir in the egg yolks.
Step 4Use 1 tablespoon butter to grease a 10- by 15-inch rimmed baking sheet. Scrape the batter onto the pan and smooth it out with a wet spatula to a thickness of about one-half inch. Refrigerate until firm, 2 to 3 hours or overnight.
Step 5Use one-half tablespoon butter to grease an oval (8- by 10-inch) baking dish. Melt the remaining butter with the chopped sage in a small skillet.
Step 6Using a drinking glass or a cookie cutter, cut the batter into 2 1/2-inch rounds. Using a metal spatula, carefully remove the rounds from the baking sheet and lay them into the prepared baking dish, overlapping slightly if necessary.
Step 7Drizzle the sage butter over, evenly distributing the chopped sage. Combine the remaining cheese with the bread crumbs and sprinkle evenly over the gnocchi. Bake 20 minutes in a 350-degree oven. Serve hot.