Photograph: Clare Winfield
Preheat the oven to 190°C, fan 170°C, gas 5. In a roasting tin, toss the squash with 2 tablespoons of olive oil; season. Roast for 25-30 minutes until tender. Scoop out the flesh; put in a food processor and blend to a purée.
Toss the hazelnuts with 1 tsp olive oil, the smoked paprika and a pinch of salt, then toast in the oven for 6-8 mins until golden brown. Chop roughly and set aside.
Meanwhile, wilt the spinach in the microwave or in a covered pan. Squeeze out the excess moisture and chop finely. Line a 22cm x 32cm shallow baking tray with baking paper.
Mix the egg yolks and parmesan in a large bowl and stir in the spinach and a few gratings of nutmeg to taste; season. Whisk the egg whites to soft peaks in a separate bowl, then carefully fold into the spinach mixture. Spread out in the lined tin and bake for 8-10 minutes until the roulade is set and springy. Reheat the squash purée.
To make the blue cheese sauce, place the butter, flour and cold milk in a saucepan. Bring to the boil, whisking all the time until the sauce ingredients have blended and thickened. Simmer for 2-3 minutes, then stir in the blue cheese until melted.
Turn out the roulade on to a sheet of baking paper. Spread with the ricotta and scatter with two-thirds of the hazelnuts. Spread the squash purée on top, then roll up the roulade along one long side. Cut into 12 slices to serve, accompanied by the sauce and a scattering of the remaining nuts.
Get ahead: assemble the roulade the day before. Roll up in baking paper, cool and chill. Reheat for 25 mins at the same oven temperature, wrapped in the paper.