Preheat oven to 400 degrees F.
Toss butternut squash in 1 tablespoon olive oil, season with salt and pepper, and place on baking sheet.
Roast in preheated oven for 20 minutes, until butternut squash is just beginning to soften.
Meanwhile, heat olive oil over medium heat.
Add leaks and sage and cook about 10 minutes, or until they are softened.
Add brussels sprouts and cook another 5 minutes, until they are slightly cooked. Season with salt and pepper.
Once squash is done, reduce oven temperature to 375 degrees F.
In 9x13" baking dish, add half of the leek and brussels sprout mixture.
Top with half of the butternut squash mixture.
Top butternut squash with half of the cheese.
Repeat with remaining ingredients.
Pour cream over entire casserole.
At this point you can either cover with foil and refrigerate to bake later, or bake now.
Bake in preheated oven for 35-40 minutes (40-45 minutes if gratin was chilled), until gratin is bubbling and cheese is melted through.
Enjoy!