Split the squash in half through the equator and scrape out the seeds with a spoon. Set the squash halves, cut sides up, on a baking sheet and sprinkle with salt and pepper. Drizzle with extra-virgin olive oil, if desired. If squash are very large, cut lengthwise into quarters.
In a bowl, cream the butter with the sugar, and almond liqueur. With a brush or a spoon coat the cut sides of each squash half with the butter mixture and put 2 sage leaves on top of each. Sprinkle with the crushed cookies. Bake until tender, 30 to 35 minutes, basting every 15 minutes with any remaining butter.