Preheat the oven to 190°C/Gas Mark 5. Peel, halve and deseed the squash. Cut into 2–3cm chunks and put into a roasting tin with the sage leaves, garlic, all but 1 tablespoon of the oil and a generous seasoning of salt and pepper. Roast for about 40 minutes, stirring once, or until soft and coloured at the edges.
Put the remaining 1 tablespoon oil in a frying pan with the butter and place over a medium heat. Throw in the mushrooms along with a little salt and pepper and fry for 4–5 minutes, or until they are cooked through and any liquid they release has evaporated.
For the dressing, in a small bowl, whisk the oil and balsamic vinegar together with some salt and pepper.
In a large bowl, combine the still-warm (but not hot) cooked squash and mushrooms with the rocket and cheese. Add enough dressing to dress them lightly (you may not need it all), toss together and serve.
Tip: Don’t have winter squash on hand? Swap in summer squash like courgettes, pattypan, or yellow straightneck. They cook faster and bring a fresh, light flavour. Just make sure to adjust your cooking time and watch for extra moisture.
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