Preheat the oven to 200 degrees C. Spread the capsicum and onion halves, cut-side down, on a baking tray. Place the pumpkin wedges, skin-side up, on another baking tray. Bake the capsicums and onion for 30–35 minutes, and the pumpkin for 45–55 minutes, or until all the vegetables are tender.
Transfer the capsicums and onions to a blender or food processor and add the oil. Blend until almost smooth. Season with pepper. Pour into a saucepan and set aside.
Leave the pumpkin until cool enough to handle, then scrape the flesh from the skin into a bowl. Mash until smooth. Beat in the ricotta cheese, egg, chopped sage and Parmesan cheese, then gradually work in the flour to make a soft dough.
Flour a work surface. Divide the dough into quarters and, with floured hands, roll each piece into a long, 2 cm thick rope. Cut into 2 cm lengths. Press the back of a fork into each piece of dough to make a pattern. Leave the gnocchi at room temperature to dry for 1–2 hours.
Bring a large saucepan of water to the boil. Drop in the gnocchi, 10–12 at a time, and poach for 2–3 minutes or until they bob up to the surface. Remove with a slotted spoon and drain well on paper towel. Set aside and keep warm until all the gnocchi are cooked. Meanwhile, gently warm the roasted capsicum sauce over low heat. Spoon the sauce over the gnocchi, garnish with sage leaves and serve at once.