Preheat oven to 350 degrees F (175 degrees C). Coat a roasting pan with the olive oil. Place the squash and onion in the pan, and season with salt and pepper. Roast 30 minutes, or until squash is tender.
Bring a large pot of lightly salted water to a boil. Place penne pasta in the pot, cook for 8 to 10 minutes, until al dente, and drain.
In a large skillet over medium heat, cook the turkey sausage until evenly brown. Transfer the cooked squash and onion and the cooked pasta to the skillet. Gradually pour in the cream. Season with sage. Continue cooking until heated through. Mix in garlic. Transfer to a large bowl, and toss with balsamic vinegar to serve.