Preheat the oven to 450 degrees F. Cut the squash in half. Remove the seeds and lay on an oiled, rimmed baking sheet. Roast the squash until soft, 30-40 minutes. Scoop the flesh of the squash out and place it in the food processor. Puree until completely smooth.
Mix the pureed squash with parmesan cheese, nutmeg, salt, pepper and eggs. Then add the flour into the mixture and work together by hand. It will be very sticky.
Once smooth, flour a work surface and a large piece of parchment paper. Flour your hands and grab a handful of dough. Roll into a long rope, about ½-inch wide. Cut the rope into ½-inch pieces.
Place each piece in the palm of your floured hand (or on the cutting board) and gently roll with a fork to create ridges. Place each piece on the floured parchment paper and repeat with the rest of the dough.
Bring a large pot of salted water to boil. Boil half the gnocchi, then remove and repeat. With each batch, boil until all the gnocchi floats, about 5 minutes.
Meanwhile, heat another large skillet over medium heat. Add the butter and 2 tablespoons flour, whisk until smooth. Then add the shallots and garlic. Saute for 3 minutes. Then add the bourbon and chicken stock.
Whisk and raise heat. Bring the sauce to a boil. Allow the sauce to reduce down to a thin gravy-like consistency. Then lower the heat to medium-low and add the cream. Salt and pepper to taste—usually about 1 teaspoon of salt.
Once the gnocchi are finished cooking, remove them with a skimmer and place them directly into the cream sauce. Stir to coat. Serve the gnocchi warm and garnish with fresh thyme leaves.
NOTE: If the cream sauce thickens too much, add a little water from the gnocchi pot to thin it out.