Preheat oven to 400°F. Stick each whole squash several times with a fork or the tip of a sharp knife to prevent an explosion while baking. Place squashes on a baking sheet or in a shallow pan and roast for about an hour, 90 minutes if the squashes are very large. Turn them about halfway through so that they roast evenly. Aim to make the squashes soft to the touch. Roasting develops the flavor.
Remove squashes from the oven and set aside to cool slightly, saving any juices. Lower heat to 350°F. Spread hazelnuts in a single layer in a small pan and toast in the oven for about 10 minutes. Remove from oven, wrap them in a towel and rub them together so that the outer skin sloughs off. Don’t worry about bits of skin that adhere; remove what you can. Grind the hazelnuts and set aside. (Careful with the food processor. The steel blade is brutal, creates heat, and may develop and bitterize the nut oils. Hand grate if you can.) Turn the oven off.
In a saucepan or soup pot of appropriate size, melt butter, add onions and sauté until translucent. Chop half the sage and add it to the onions. (Add more if you like, but err on the side of caution. Sage can take over and dominate.) Slice squashes in half lengthwise, remove and discard seeds and membranes, then scrape out the pulp. Add the pulp and the chicken broth to the onion mixture, and dump in any juices reserved from roasting. Use the lesser amount of chicken broth to start. Reduce heat and simmer for 20 minutes or so, stirring from time to time.
Remove from heat. If you have or can borrow an immersible blender, thoroughly purée the soup in the soup pot. Failing that, purée batches of the soup in a food processor or send them through a food mill, then return everything to the soup pot. Return the pot to the stove over low heat. Thin it a bit with some of the remaining chicken broth if you like, but aim for a fairly thick consistency that slowly finds its own level.
Reheat gently. Taste carefully. Add salt and pepper and taste carefully again. If the squashes were a bit old or a little on the woody side and taste a bit starchy, add a little nutmeg and taste again. If the nutmeg doesn’t do the trick, the fall-back is to add a pinch of sugar or a couple teaspoons of maple syrup. Avoid the nutmeg, sugar, and syrup if you possibly can or use them sparingly; the soup is almost always better without them. In any case, don’t cover up the sage.
Experimental note: I have tried turning this into a bisque-like soup by adding cream, even a few egg yolks. It was not an improvement. The hazelnuts, squash, and sage seem best unadorned, especially since you will have taken such care to roast (not boil) the squash and to toast the hazelnuts.
To serve: Ladle into warmed soup bowls. Garnish with half a sage leaf (or a whole leaf if you have enough to go around). Sprinkle with toasted, ground hazelnuts. Serves four generously for dinner; six to eight as a first course.
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