Place the butternut onto an oven tray, drizzle with olive oil and season with salt and pepper. Roast for 45 minutes.
Line a baking tray with greaseproof paper. Unroll one sheet of pastry onto the tray, top with the roasted butternut, crumbled feta and fresh sage. Drizzle over a little more oil. Cut the other roll of pastry into 1cm strips and lattice (criss cross) the pastry on top. Brush with egg and bake for 30 – 40 minutes, until golden and the pastry is cooked through.