Cut top off of pumpkins. Remove seeds, place pumpkins in large pan with 4 cups of water, cover and bake at 350 for 40 minutes.
Remove pumpkins from oven, scoop flesh out of pumpkins, reserving the shell. Puree flesh in food processor until smooth.
Place flesh in a heavy-bottomed pot with the butter, flour, cayenne pepper, salt, and black pepper. Cook with low heat until dry. Remove from heat, add egg yolks and transfer to a stainless steel bowl. Raise oven temperature to 375 degrees F. Fold in crab, sage, chevre, and egg whites.
Pipe mixture back into pumpkin and bake for approximately 13 minutes.