Preheat oven to 450 degrees F. Coat a roasting pan with cooking spray.
Cook bacon in a large skillet over medium-high heat until crisp. Remove from pan, reserving fat in pan, and crumble into small pieces. To the same pan, add squash and onion and cook 3 minutes, until onion is soft. Remove from heat, add to a large bowl with the crumbled bacon, bread crumbs, 1/2 cup of the blue cheese, 2 tablespoons of the sage, 1/2 teaspoon salt, and 1/4 teaspoon black pepper. Mix well.
Butterfly pork on a flat surface and spread stuffing evenly over meat. Roll up pork and tie with kitchen twine at 2-inch intervals. Season pork all over with salt and black pepper and transfer to prepared pan. Roast 15 minutes. Reduce oven temperature to 325 degrees F and bake 45 more minutes, until an instant-read thermometer registers 160 degrees F for medium-well. Let pork rest 10 minutes before cutting crosswise into 1-inch thick slices.
In a small saucepan, whisk together chicken broth, sherry and cornstarch. Set pan over medium heat and bring to a simmer. Add remaining 2 tablespoons blue cheese and tablespoon of sage and simmer 1 minute, until sauce thickens. Remove from heat and season, to taste, with salt and black pepper. Serve 1/2 of the pork with all of the sauce spooned over top. Reserve remaining pork for quesadillas.