Place cashews in a small bowl, and add just enough cool tap water to cover. Let soak, at least 1 hour at room temperature or up to 2 days in advance, covered, in refrigerator.

Drain cashews and rinse. Process cashews, warm water, mustard, vinegar and miso paste in a blender until mixture is very smooth and creamy with no grainy bits remaining, scraping down sides of blender as needed, about 1 minute. Season with salt and pepper to taste.

Preheat oven to 400°. Heat 1 tablespoon of olive oil in a medium skillet over medium-high heat. Add onion, garlic and sage; sprinkle with ½ teaspoon each of the salt and pepper. Cook, stirring often, until onions are softened and beginning to turn golden brown, 6 to 8 minutes. Remove from heat; stir in almond milk, thyme, nutmeg and ½ cup of the cashew cream until smooth.

Lightly grease a 9-inch round broiler-safe cake pan or 2-quart oval casserole dish with remaining 2 teaspoons olive oil. Working from the outside of pan in, place squash in the pan, lining up and arranging pieces in a circular fashion. Add additional squash pieces to fill any gaps. Sprinkle with remaining ½ teaspoon salt and ¼ teaspoon pepper. Pour cream sauce over squash, spreading with a small spatula to make sure that all pieces are covered.

Bake gratin in preheated oven, rotating halfway through, until squash is tender and golden on edges and cream sauce is set, 40 to 45 minutes.

For additional browning, turn oven to broil. Broil until top of gratin is browned and crisp, watching carefully, 1 to 2 minutes. Remove from oven, and serve.