Line 2 large baking trays with parchment paper and add the diced squash. Sprinkle with 2 tablespoons olive oil and salt and pepper. Roast for 30-40 minutes, or until the squash is fork tender. Remove from the oven.
Meanwhile, add the remaining tablespoon of olive oil to a large soup pot and heat over medium-high heat. Add the onions & sage and cook until the onions are soft and translucent, about 10 minutes. Add the apples and season with salt and pepper, cook for another 5 minutes, until apples begin to break down a little. Add the garam masala, roasted pumpkin, chicken stock and season to taste with salt and pepper. Turn down the heat to medium-low and simmer the soup for 10 more minutes.
Using an immersion blender, blend the soup until it is a puree and no longer chunky. Conversely you could cool the soup and blend in a blender (make sure the soup is barely warm or you will have an exploding blender). Once pureed return to the pot and warm the soup over a medium flame.