Cook the lasagne sheets in plenty of boiling, salted water with 2 tbsp oil, until al dente. Carefully take out of the water and lay separately on a board.
Wash the sage and shake dry. Chop about 8 leaves. Peel, deseed and dice the squash. Heat the butter and briefly saute the squash. Add the stock and white wine. Season with salt and pepper and add chilli powder and nutmeg to taste. Simmer until the squash is soft.
Roughly chop the hazelnuts and toast in a dry frying pan. Crumble the goat's cheese.
Arrange the ingredients in layers on ovenproof plates, starting with a sheet of lasagne, then squash, nuts, cheese, another sheet of lasagne etc.... and finish with a sheet of lasagne.
Scatter with sage leaves and put into preheated oven (150 °C) for 10-15 minutes. Serve hot.