Pumpkin Polenta with Vegetables

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1 pound Brussels sprouts, trimmed and quartered (about 4 cups)

1 pound cubed peeled butternut squash (about 3 cups)

2 tablespoons extra-virgin olive oil, plus more for drizzling 

Kosher salt and freshly ground pepper 

2 cups milk

1 cup quick-cooking polenta

1 15-ounce can pure pumpkin puree

3/4 cup grated parmesan cheese (about 2 ounces), plus shaved parmesan, for topping

2 tablespoons unsalted butter

2 tablespoons chopped fresh sage