Pumpkin:- Slice the pumpkin, remove the seeds then place them on a baking tray lined with foil. Bake for 30-45 minutes or until the flesh is soft. Remove the pumpkin from the oven, let cool then with a spoon remove the flesh, throwing away the skin. Drain any water then puree in a blender.
Potato:- In a saucepan boil water then add the potatoes with the skin still on. Cook them for 20 minutes or until you can pierce the potatoes with a fork. Drain and allow to cool. Gently peel the potatoes then mash them.
In a large bowl combine the pumpkin and potatoes, mix them together then add the egg, flour, salt and nutmeg. Work with all hands by incorporating more flour if necessary, a handful at a time, to create a firm dough, but still soft.
Dust the bench with with flour. Take the dough from the bowl to the bench then knead with your hands, incorporate more flour if necessary, a handful at a time, to create a firm dough, but still soft.
Take a ball of dough then form a "snake", cut it into small pieces about the size of a walnut. Put the formed gnocchi on a large plate sprinkled with flour on the bottom. Don't stack them otherwise they will stick. Do the same with the remaining dough. Cover dough you aren't using with a towel so it doesn't dry out.
Boil the water to cook the gnocchi in. Put the dumplings in the freezer while waiting to make them firm up a bit. Simultaneously prepare the sauce.
Drop the gnocchi in salted boiling water straight from the freezer. When it rises to the surface, take them out with a slotted spoon and add quickly into the gorgonzola sauce.
Sauce: In a large frying pan melt the butter with the sage. Cook a few minutes then add the gorgonzola cheese cut into pieces. When it begins to melt pour in the milk and cook over a low heat.
To Serve: Gently combine the gnocchi with the sauce then ladle into serving bowls, sprinkle with Parmesan cheese.