Preheat oven to 375°F. Line a baking sheet with parchment paper. Cut squash in half lengthwise; scoop out seeds. Place halves, cut sides down, on prepared baking sheet. Roast squash for 35 to 40 minutes or until tender. Set aside to cool slightly. Increase oven temperature to 400°F.
Meanwhile, in a medium bowl combine ricotta cheese, lemon peel, black pepper, salt, and cayenne pepper; set aside.
Scoop flesh from squash halves and transfer to the bowl of a food processor. Add the 1 tablespoon slivered sage, 1/3 cup of the hazelnuts, and the lemon juice. Cover and process until smooth; set aside.
Slice baguette diagonally into 1/2-inch slices. On a very large baking sheet arrange baguette slices in a single layer. Brush slices lightly with half of the olive oil. Bake for 5 to 6 minutes or until slices begin to brown. Turn baguette slices over; brush lightly with the remaining olive oil. Bake for 4 to 5 minutes more or until second sides begin to brown.
Thickly spread the butternut squash mixture over baguette slices. Top with ricotta mixture. Sprinkle with the remaining 1/3 cup chopped hazelnuts. Serve warm or at room temperature. If desired, garnish with whole sage leaves.