Heat the Oven - Set the rack to the middle position. Preheat oven to 400°F (200ºC).
Prepare the Squash - Clean the squash, slice on half lengthwise, and remove the seeds. Cut into ¼-inch slices and toss with 2 tablespoons olive oil, and pepper. Spread into a single layer on a baking sheet. Scatter garlic cloves and thyme sprigs on top.
Bake - Bake squash until tender and golden, about 15 to 20 minutes, tossing halfway through. Remove and let cool. Set aside 20 slices for garnish.
Make the Filling - Discard thyme and transfer squash and garlic to a bowl, about 3 cups cooked squash. Mash the squash and garlic cloves until rough paste forms. Alternatively, puree in a blender or food processor for a smoother texture. Stir in ricotta, Parmesan cheese, nutmeg, and lemon zest. Season to taste with salt and pepper.
Assemble the Ravioli - Add 1 tablespoon of the squash mixture to the center of the wonton wrapper. Lightly brush the edges with the beaten egg mixture. Fold into a triangle, and press the edges to secure, removing any air bubbles. Arrange filled wrappers on a baking sheet and cover them with a damp kitchen towel to keep them from drying out. Repeat with remaining wrappers and filling.
Cook the Ravioli - Bring a large pot of salted water to a boil. Meanwhile, while the water boils, make the brown butter sauce. Add ravioli to a pot of boiling water and cook until they rise to the surface and are semi-translucent, about 2 minutes. Carefully remove them with a slotted spoon and divide them evenly among bowls.
Make the Sauce - In a large stainless steel sauté pan, melt butter over medium heat. Cook until golden brown in color, swirling the pan as needed, about 5 to 6 minutes. Turn off the heat and add 8 whole sage leaves, gently stir, and set aside.
Cook the Spinach - Heat 1 tablespoon olive oil in a sauté pan over medium heat. Add spinach and sauté until just wilted about 2 minutes. Remove from heat.
To Serve - Generously drizzle the ravioli with brown butter sage sauce. Top with the sauteed spinach, reserved pieces of squash, walnuts, parmesan cheese, sliced sage, and lemon zest. Serve immediately.
Notes
Make Ahead: Uncooked ravioli can be made 2 days in advance.
Storing: Refrigerate in an airtight container for up to 3 days.
Reheating: Cover and microwave on high setting in 15 to 30-second increments until hot.