Prepare your baking dish by having a 9x13-inch oven-safe casserole dish ready.
Bring a large pot of water to boil and cook the pasta shells for about 7 minutes. Prepare an ice bath while they cook. Once cooked, drain and transfer to the ice water.
In a large skillet over medium-high heat, brown the spicy sausage, breaking it into smaller pieces. After about five minutes, add the chopped broccolini until softened. Remove from heat and let cool.
In the same skillet over medium-low heat, add pumpkin puree, water, ricotta cheese, and nutmeg. Stir until bubbling, then mix in the cheeses and sage. Stir until melted into a creamy sauce.
Preheat your oven to 375 °F (191 °C).
Pour about half a cup of pumpkin sauce into the bottom of your casserole dish. Set aside remaining sauce for later.
Remove each pasta shell from the ice water, shake off excess liquid, and fill with the sausage-broccolini mixture. Place in the casserole dish.
Pour any leftover sauce over the stuffed shells and sprinkle additional cheese on top.
Bake in the preheated oven for about 15–20 minutes or until bubbly and golden. Optionally, broil for a couple of minutes for a crispy top.
Let cool slightly before serving warm.