If you are using leftover butternut squash soup or store bought, skip step 1 and begin at step 2. Preheat oven to 400F. Peel and cube the squash. Toss it in olive oil and place in a baking dish. Bake for 35 minutes, flipping it halfway through to ensure even cooking. Remove from oven and reduce oven temperature to 350F. Let cool slightly and place in the food processor with the remaining sauce ingredients. Puree until well combined. Set aside.
Meanwhile, heat 1 tablespoon of olive oil in a skillet. Add the ground turkey and cook, breaking up chunks as you go. Once turkey is cooked through, add the sage. Transfer the turkey to a large bowl and add the remaining filling ingredients except the egg. Mix well and taste, adjusting the seasoning if needed. Add the egg and mix well.
Grease a 10x10 baking dish with olive oil and lay out the cannelloni shells. Spoon the filling into a piping bag or ziploc bag and cut the tip large enough to allow the filling to easily pour through.
Pipe the filling into each cannelloni shell. Arrange back onto the baking dish and top with the sauce, ensuring cannelloni shells are covered all over. Bake at 350F for 30 minutes. Remove from oven and sprinkle with mozzarella cheese and julienned sage. Bake for 5-10 more minutes or until the cheese is melted.