Toss squash and onion with fat, salt, and pepper. Spread in single layer on rimmed baking sheet. Roast until vegetables are fork tender and caramelized on edges, about 45 minutes.
Add roasted vegetables and enough stock to puree to blender or food processor. Puree until smooth and add additional stock to desired consistency. Add sage, paprika, salt, and pepper to taste.
Reheat over low heat on stove top.
Notes
For vegan: substitute vegetable stock for chicken stock and use coconut oil for the cooking fat.