Preheat oven to 400°F with rack in middle.
Toss squash with cream, sage, 1-teaspoon salt, and 1/4 teaspoon pepper in a 2-quart shallow baking dish. Bake, covered, 30 minutes.
Stir in half of cheese and sprinkle remainder on top. Roast, uncovered, until squash is tender and beginning to brown, about 20 minutes. Let stand about 5 minutes before serving (cream will thicken).