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Make the day before, cover and chill, or freeze, well-wrapped, for up to 1 month. Bring back to room temperature to serve, or warm through in the oven.
Preheat the oven to 200°C, fan 180°C, gas 6. Cut the squash lengthways into 1cm-thick wedges (use the rounded part of the squash to make curved slices, if you can). Toss the wedges with the oil, half the sage and a little nutmeg, and season well. Tip onto a lined baking tray, and roast for 30-40 minutes until tender when pierced with the tip of a knife.
Meanwhile, roll out the pastry on a lightly floured work surface so it’s the thickness of a £1 coin. Use the pastry to line a 23cm loose-based tart tin, and trim the edges with a knife. Prick the base of the pasty with a fork, then line with baking paper and fill with baking beans. Put on a baking tray and bake on the shelf below the squash for 10 minutes. Remove the beans and paper and bake for a further 5-7 minutes until it looks dry. Remove and leave to cool.
Whisk the eggs, cream, milk and remaining sage with some salt and pepper and another grating of nutmeg.
Cut away the rind from the chevre blanc cheese and discard. Cut the cheese into small pieces. Put the squash in the pastry case, then scatter over both types of goats’ cheese and most of the walnuts, breaking them up in your hands as you go. Pour over the egg mix, give the tart a few taps to let it settle, then sprinkle over the remaining walnuts and bake for 15-20 minutes until it is golden and set but still has a slight wobble in the middle. Leave to cool to room temperature before serving.