To make tortelloni, preheat oven to 375°F On a foil-lined baking sheet, toss together the butternut squash, 2 Tbsp olive oil, herbes de Provence, salt, and pepper. Bake until soft and golden, about 25 minutes. Meanwhile, heat the remaining 2 Tbsp olive oil in a small saute pan over medium heat. Cook the shallots and garlic until lightly golden, about 3 minutes.
In a food processor, combine the roasted squash, shallot mixture, and the ricotta cheese and pulse a few times to blend. Add the crushed amaretti cookies and the nutmeg, and sprinkle with salt and freshly ground pepper. Pulse until smooth. The tortelloni filling can be made one day ahead.
To make the tortelloni, lay out six wonton squares, keeping the remaining squares inside the package or under a very lightly dampened paper towel to prevent them from drying out. Place 1 Tbsp of squash mixture in the middle of the square. Using a small pastry brush, wet the edges of the square. Gently fold the square wrapper into a triangle, making sure the edges are securely closed and there are no air pockets inside. Dampen the corners of the longest side of the triangle and gently bring them together, pressing lightly to secure. Place the formed tortelloni on a baking sheet and cover with plastic wrap. Be careful to dry work surface before laying out another 6 wonton squares; this will help keep the tortelloni from sticking to the baking sheet. Continue until all the squash mixture is used. There should be approximately 36 tortelloni. The tortelloni can be frozen on the baking sheet, transferred to a tightly sealed plastic bag or container, and stored for up to one month.
Bring a large pot of salted water to a boil. As it heats, make the sauce: Melt the butter in a large, heavy skillet over medium heat. Add the sage and cook until the butter starts to brown, about 3 minutes. Turn off heat and add cranberries, walnuts, salt and pepper, and stir to combine. Place the tortelloni in the boiling water and gently stir. When they begin to float, they are done, about 3 minutes for fresh, and 5 minutes if they've been frozen. Using a slotted spoon, carefully transfer the tortelloni to a serving platter. Top with the cranberry walnut sauce, sprinkle with Parmesan cheese, and serve.