Preheat the oven to 200°C, fan 180°C, gas mark 6. Put the diced squash in a large roasting tin, toss with 1 tablespoon of the olive oil and roast for 25 minutes until tender. Set aside and allow to cool for around 25 minutes.
Meanwhile, cut the first filo sheet into 8 equal rectangles (each about 11.5cm x 13cm). Repeat with the remaining 2 sheets so that you have 24 rectangles in total. You will need 4 rectangles per individual tart.
Brush 6, 12cm x 2cm deep, round, fluted loose-bottomed tart tins with oil. Line each with a filo rectangle, brush with oil and lay three more filo rectangles on top, at right angles, to fully line the tins.
Put on a baking sheet and bake for 5 minutes or until golden.
Place the chopped pecans in a pan over a medium heat and dry fry for a couple of minutes. Add the pecans, cranberries, chopped sage, cheese and some seasoning to the squash. Mix together and divide between the tarts.
Bake for a further 5 minutes to melt the cheese. Cool slightly, then remove from the tins. Garnish each with a fried sage leaf.
Cook's tip: Get ahead by making the squash filling the day before then cover and chill overnight.