1. Preheat the oven to 375.
2. Cut the butternut squash in half and scoop out the seeds. Place face down on a baking sheet and bake for 45-60 minutes, until tender. Reduce heat to 350.
3. While squash is in the oven, heat a large pan over medium heat and add Italian sausage. Using a spoon to break it up as it cooks, cook the sausage until it's brown and slightly crispy, about 10 minutes.
4. Remove the sausage from the pan, add a teaspoon of olive oil, and saute the onions and garlic. Cook for 5-7 minutes until onions are translucent.
5. Remove onions and garlic from the pan and add an additional teaspoon of olive oil. Next, add spinach and 1/4 teaspoon salt. Cook 2-3 minutes until wilted, then drain the excess water from the spinach.
5. Once the butternut squash is finished cooking, scoop the flesh from the shell and place in a largebowl. Add onions, garlic, coconut milk, lemon juice, and 1/2 teaspoon salt. Use an immersion blender to blend ingredients or add to blender or food processor and blend until smooth.
6. In a medium bowl, combine spinach, egg, and cheese.
7. In a 9x13 casserole dish, start building the lasagna, dividing ingredients to make 3 layers. Add 1/3 of squash mixture, then layer on lasagna noodles, top with spinach and cheese mixture, and Italian sausage. Repeat three times, ending with a layer of the butternut squash sauce.
8. Bake the casserole for 35 minutes, until top is slightly browned.
9. While casserole is baking, heat a large skillet over medium-high heat and add chopped walnuts. Spread the walnuts in a thin layer and occasionally stir them for 4-5 minutes, watching closely to make sure the nuts don't burn.
10. In a small pan, heat 1/4 cup of olive oil over medium high heat. Fry 6-8 sage leaves at a time until crisp, for about 20-30 seconds. Remove leaves and transfer to paper towel. Once finished crumble the leaves.
11. Top the lasagna with walnuts and sage. Serve!