Pre-heat the oven to 200°C(fan)/220°C/gas mark 7. Roast the butternut squash with the olive oil for 30-40 minutes until soft. Stir occasionally.
Place a large pan of water on to boil. Add the macaroni and a dash of olive oil to stop it from sticking. I always find that macaroni sticks more than other types of pasta, though I'm not sure why. Boil for 8-10 minutes until al-dente (you don't want it to be too soft as it will continue to cook in the oven), then drain.
Meanwhile make your cheese sauce. Over a medium heat, melt the butter. Stir in the flour and then gradually whisk in the milk. Bring to the boil, stirring constantly, then lower the heat and continue stirring until it thickens to a smooth sauce. This should be a bit runnier than you might usually make a cheese sauce as it will thicken in the oven. Remove from the heat and stir in 2/3 of the cheese and the nutmeg.
Add the roasted squash to the cheese sauce. Mix well. At this stage you can blend the vegetables into the sauce if you prefer.
Stir the sauce in to the cooked macaroni and transfer to an ovenproof dish.
Cover with breadcrumbs and the rest of the cheese.
Cook in the oven for around 20 minutes until the top is bubbling and golden brown.