Preheat oven to 375°F.
In your Dutch oven, melt butter over medium.
Add onion and garlic, cook and stir until the onions start to sweat (3-4 minutes).
Stir in flour, cook and stir for 1 minute. Add chicken stock and stir or whisk for 3 minutes.
Stir in full fat coconut milk and nutmeg. Remove from heat and transfer to a bowl.
Layer half the squash, half the sauce, half the cheese and half the sage in the Dutch oven. Top with remaining squash, sauce, cheese and sage. Sprinkle with cinnamon, salt and pepper.
Bake, covered for 30 minutes. Uncover and bake 25-30 minutes more until squash is tender and sauce is golden brown. Sprinkle with additional pepper.