To prepare sauce: heat oil in a large nonstick skillet over medium heat. Add leek and garlic; cook until tender (do not brown), stirring frequently. Increase heat to medium-high and add red pepper and next 6 ingredients (through tarragon). Bring to a boil. Reduce heat to low; simmer 15 minutes or until thick. Discard rind, bay leaf and tarragon.
Preheat oven to 375 degrees.
To prepare wontons: cut the squash in half lengthwise; discard seeds. Place the squash halves, cut side down in a baking dish and add 1/2 cup water. Bake for 45 minutes or until squash is tender when pierced with a fork. Cool. Scoop out pulp to measure 1 cup (reserve the remainder for another use). Combine 1 cup pulp, ricotta, and the next 5 ingredients (through nutmeg).
Combine 1 teaspoon water and egg, stirring with a whisk. Spoon about 2 teaspoons squash mixture into center of each wonton wrapper (cover remaining wrappers with a damp cloth to prevent drying). Brush edges of dough with egg mixture and fold over to create a triangle, pressing edges together to seal. Repeat with remaining wrappers.
Place the wontons on a large baking sheet coated with cooking spary and brush lightly with remaining egg mixture. Bake for 17 minutes or until golden and crisp. Serve with the sauce.