Position a rack in the center of the oven; preheat to 425°. Line a baking sheet with foil (for easy cleanup). Arrange the pumpkin, onion, and garlic on the baking sheet and drizzle with EVOO to evenly and lightly coat; season with salt and pepper. Roast until the pumpkin is tender and caramelized at the edges, the onion is tender and browned in places, and the garlic is deep golden and soft, 45 to 50 minutes. Let cool until the vegetables are cool enough to handle. Scoop out the pumpkin flesh and add to a soup pot. Trim off the root end of the onion; add the onion to the pot. Squish the roasted garlic cloves from the skin into the pot. Add the bone broth. Heat the soup over medium-low.
In a medium skillet, melt the butter over medium heat. When it foams, add the sage leaves and cook until the butter is brown, nutty, and fragrant and the sage leaves are crisp, 3 to 5 minutes. Using a fork, transfer the sage leaves to a paper towel to drain. Stir the brown butter into the soup and season with nutmeg. Add half the sage leaves to the soup pot. Using an immersion blender, or carefully working in batches in a regular blender, puree the soup. Return the soup to the pot; season with salt and pepper.
Top the soup with the remaining crispy sage leaves and the mascarpone.