Preheat your oven to 400°F (200°C). Spread sliced squash on a baking sheet, drizzle with a tablespoon of olive oil, season with salt and pepper, and roast for about 20-25 minutes until tender and slightly caramelized.
While the squash roasts, heat a small sauté pan over medium heat. Add a tablespoon of olive oil and the chopped sage leaves. Sauté for 1-2 minutes until fragrant and crispy, then remove from heat and set aside.
In a large mixing bowl, whisk together the eggs, milk or cream, a pinch of nutmeg, salt, and freshly ground pepper until well combined. Stir in the grated cheddar cheese.
Once the squash is roasted and cool enough to handle, chop it into bite-sized pieces. Gently fold the squash and sautéed sage into the egg mixture, distributing evenly.
Pour the mixture into an oiled ovenproof skillet or a baking dish, spreading it evenly. Place in the oven and bake for about 20-25 minutes until the edges are golden and a toothpick inserted in the center comes out clean.
Remove from the oven and let it rest for a few minutes. The frittata should be puffed and golden, with a slightly crispy top and tender interior. Slice into wedges and serve warm.
