Place a rimmed sheet pan in the oven and preheat to 425℉.
Peel the butternut squash with a vegetable peeler (or sometimes it’s easier to use a sharp chef's knife). Cut in half lengthwise, scoop out the seeds, and cube into ½” pieces. Place in a large bowl.
Grab a couple shallots, peel, and cut in two pieces. Grab a couple garlic gloves, peel, and slice. Chop some sage leaves. Add everything to the bowl with the squash.
Score the sausage on both sides, being careful not to cut all the way through, and add to the bowl.
Add extra-virgin olive oil, salt, and pepper, and mix everything with a large spoon without breaking the sausages apart.
Carefully remove the hot sheet pan and add the contents of the bowl onto it, in one layer. After about 10 minutes of roasting, start tossing everything a couple times.
In the meantime, roughly chop parsley, put into a small bowl. Add freshly squeezed lemon juice, pepper, and maybe a little bit of salt, and mix everything together.
When the sausages are cooked through and the squash is soft but not mushy and the kitchen smells delicious (it took about 30 minutes in my oven), carefully remove the hot sheet pan, cut the sausages in ½” slices, and divide everything onto two plates. Add some parsley/lemon mixture on top and serve.