Preheat oven to 220°C.
Toss the pumpkin with 1 tablespoon of the oil on an oven tray; season with salt and freshly ground black pepper. Roast for about 30 minutes or until tender and golden brown.
In the meanwhile cook the gnocchi according to packet instructions minus one minute (it will cook further in the oven), then drain and rinse under cold water. Don’t skip the rinsing or you will end up with one big clump of gnocchi.
Heat the remaining three tablespoons of oil in a frying pan over medium-high heat. Add the 16-20 leaves of sage and cook for 1 minute or until crisp. Remove using a slotted spoon and drain on a paper towel. Reserve the oil for later.
Combine the gnocchi with the egg yolks, cream, nutmeg, half the mozzarella and 10 grams of sage. Spoon into prepared dish and top with the pumpkin, the remaining half of the mozzarella and half of the blue cheese.
Bake for 25 minutes on 200°C, top with walnuts, fried sage leaves and remaining blue cheese.
Drizzle with the reserved sage oil and serve immediately.