Preheat oven to 450 degrees F. Put butternut squash and water in bowl; cover. Microwave on high 5 minutes or until tender; drain. Meanwhile, stack 8 sheets phyllo dough on parchment-lined cookie sheet, spraying olive oil cooking spray between each layer. If you do not have spray olive oil: brush olive oil in between the layers using a pastry brush. Mix pumpkin, Parmesan cheese, and 1/4 teaspoon each salt and pepper; spread on phyllo, leaving 2-inch border. Top with squash, melted butter, torn sage leaves, and chopped walnuts. Fold edges in. Bake 15 to 20 minutes or until golden. Serve with frisée tossed with lemon juice and 1/4 teaspoon salt.