Preheat oven to 400°F and toss cubed butternut squash with half the olive oil on a parchment-lined baking sheet.
Roast the squash for 25-30 minutes until edges are golden and caramelized, then set aside.
While squash roasts, poach the chicken breast in simmering water for 12-15 minutes until cooked through, then shred with two forks.
In a large pot, heat the remaining olive oil over medium heat and sauté the diced onion, minced garlic, and chopped sage until fragrant.
Add the roasted squash, chicken broth, sea salt, black pepper, and nutmeg to the pot, bringing the mixture to a gentle simmer.
Use an immersion blender to process the soup until completely smooth and velvety.
Stir the shredded chicken into the blended soup and heat through before serving in warm bowls.