Heat the oil in a large skillet over medium-high heat until the oil shimmers but does not smoke. Add the squash and cook, stirring occasionally, until the edges are browned and caramelized, about 10 to 12 minutes. Transfer the squash to a bowl and set aside.

In the same skillet, cook the scallions until softened and starting to brown, about 2 minutes. Stir in the garlic and nutmeg and cook until fragrant.

Sprinkle the flour over the scallion mixture and cook for 1 minute to remove the raw flour taste. Slowly whisk in the broth and wine, scraping up any browned bits from the bottom of the skillet.

Return the squash to the skillet and simmer over medium-low heat until the sauce has thickened and the squash is tender when pierced with a fork, 8 to 10 minutes. Stir gently and only when necessary to keep the squash cubes from falling apart.

While the sauce simmers, cook the penne in a large pot of boiling salted water until al dente. Drain the pasta and return it to the pot.

Off the heat, whisk the Parmesan, mascarpone, sage, and lemon juice into the squash mixture until the cheese is melted and the sauce is velvety. Season with salt and pepper to taste.

Combine the pasta and sauce, tossing gently until the noodles are well coated. Serve immediately with a sprinkle of toasted almonds and extra Parmesan.