Preheat oven to 400 degrees F and line a baking sheet with parchment paper or foil.
Rinse and dry the outsides of the honeynut squash, then carefully slice each one in half vertically and scoop out seeds.
Rub oil on the inside of the squash and season with salt and pepper, then place squash cut side down on the baking sheet. Pierce each squash several times with a fork.
Place garlic clove with skin on and skinned shallots on the baking sheet with the squash, drizzle everything with olive oil, season with salt and pepper and the thyme.
Place in the oven and roast for about 20 minutes, then remove the sheet pan from the oven and carefully flip the squash cut-side up, place the garlic and shallots into the cavities of the squash. Add fresh sage leaves to the squash cavities, then drizzle with a bit of olive oil.
Place back in the oven for another 20 minutes or until the squash is tender. Allow to cool for about 10 minutes, then scoop the squash flesh into a high-speed blender.
Add the roasted shallots and sage to the blender, then carefully squeeze the garlic cloves out of their skins into the blender.
Add coconut milk and stock to the blender, secure the lid and blend until smooth.
Pour into bowls, season with more salt and pepper to taste and garnish with sage.
