1. Cook the gnocchi in lightly salted water. Remove them from the water as soon as they float to the surface. Rinse them with cold water. Peel the butternut squash.
2. Preheat the oven to 200 °C (400 °F). Cut the butternut squash into very thin slices and drizzle them with olive oil. Mix them with the gnocchi, season with pepper and salt, and transfer everything to an ovenproof dish.
3. Beat the egg yolks with the cream, crumble in the blue cheese, and incorporate half of the mozzarella and sage leaves. Season with pepper, salt, and nutmeg, and pour the mixture over the gnocchi. Sprinkle with the remaining mozzarella.
4. Bake for 45 minutes or until the butternut squash is cooked.
5. Meanwhile, heat the remaining olive oil and fry the sage leaves until crispy. Remove them from the oil and drain on paper towels.
6. Roughly chop the hazelnuts. Decorate the dish with crispy sage leaves, hazelnuts, and the remaining blue cheese. Drizzle with a few drops of sage-infused oil and serve.