Preheat oven to 400°F. Line a baking sheet with parchment paper and set aside.
Peel and cube the squash, removing any seeds. Add the squash cubes to a large bowl. Toss with 1 tablespoon of olive oil, salt, pepper, dried herbs, and nutmeg. Add the seasoned squash pieces to the prepared baking sheet, making sure the squash is in a single layer.
Roast squash for 20-30 minutes, stirring half-way through. The squash is done when you can just pierce it with a fork. Remove from oven and set aside.
While the squash is cooking, add the Italian sausage, onion, carrot, and celery to a large soup pot over medium heat. Cook until the sausage is crumbled and cooked through, and the vegetables start to soften, about 10 minutes.
Add the garlic and cook until garlic becomes fragrant, about a minute.
Add the sherry and stir, scraping up any of the delicious fond (the browned bits) from the bottom of the pot.
Add potatoes and chicken stock. Increase heat to high and bring the soup to a boil, then reduce to medium low and cook, at a gentle bubbling simmer, for 8-10 minutes or until the potatoes are cooked.
Add the cooked squash, heavy cream, and chopped spinach, and stir until the cream has heated and the spinach has wilted, just a few minutes. Optionally, you can use a potato masher and mash some of the squash and potato in the pot, to create a more rustic soup.
Taste and add salt and pepper if necessary.