Begin by boiling a large pot of salted water. Add the jumbo pasta shells and cook them for 2 minutes less than the package instructions indicate. Drain and rinse under cold water, then coat lightly with olive oil.

In a mixing bowl, combine the pumpkin purée, ricotta cheese, well-drained spinach, and shredded mozzarella. Add nutmeg, salt, and pepper, mixing until well integrated. Let filling sit for 10 minutes to drain any excess moisture.

Melt butter in a saucepan over medium heat until bubbly. Whisk in flour to create a roux, cooking for 1 minute. Gradually pour in milk, stirring continuously until the sauce thickens. Stir in Parmesan, sage, salt, and pepper, then remove from heat.

Spread half of the creamy sage sauce in a baking dish. Fill each pasta shell with the pumpkin filling, placing snugly in the dish. Pour remaining sauce over the shells.

Cover with aluminum foil and bake at 375°F (190°C) for 20 minutes. Remove foil and bake for another 10 minutes until golden. Let rest for 10 minutes before serving.