Preheat the oven to 400°. Brush the bottom of a large baking pan with about 2 Tablespoons of the olive oil and set aside.

Cut the squash though the stem-ends into halves, scoop out the seeds with a spoon, and prick the skin in several places with a fork. Brush the cut surfaces with about 1 Tablespoon of the olive oil. Nestle the garlic cloves inside the squash cavities (where the seeds used to be) and place the squash halves cut-side down in the pan. Put the onions into the same pan and brush with the remaining olive oil.

Pour the water into the pan, cover with aluminum foil, and bake for 50 minutes. Uncover and bake for 5-10 more minutes, until the squash is tender and the onions soft. Let cool until the squash is cool enough to handle. SAVE THE LIQUID FROM THE BOTTOM OF THE PAN. Scoop the squash flesh out of their peels, and squeeze the garlic out of their skins. Discard peels and skins.

Put the liquid you saved from the baking pan into a small saucepan and add chopped sage. Simmer over low heat for 5 minutes.

Combine the baked vegetables, stock, thyme, salt and pepper and put into a blender in small batches (or keep in the soup pot and use a submersible blender/mixer), and purée until smooth. Pour the soup into a pot, add the sage with cooking liquid, and heat gently.

Serve when soup is heated through and through.