Step 1: In a large, straight-sided skillet over medium heat, warm the olive oil. Add the ground nutmeg and 1 teaspoon of chopped sage, stirring until fragrant, approximately 30 seconds. Incorporate the chopped onion, seasoning with salt, and cook while stirring frequently until the onion is soft and translucent, about 6 to 8 minutes.
Step 2: Introduce the Arborio rice to the skillet, stirring until it begins to toast, roughly 1 minute. Pour in the dry white wine, cooking and stirring occasionally until it is almost entirely evaporated, about 2 to 3 minutes.
Step 3: Lower the heat to medium-low. Carefully ladle 3/4 cup of the warmed vegetable broth over the rice and allow it to simmer gently while stirring occasionally. Once the rice has nearly absorbed the broth, continue this process with the remaining broth in batches until the rice is tender and the risotto achieves a creamy, saucy consistency, which should take about 25 to 30 minutes.
Step 4: Stir in the grated Pecorino Romano, pumpkin puree, unsalted butter, and the remaining teaspoon of chopped sage. Cook while stirring until the mixture is heated through, approximately 5 minutes.
Step 5: Serve the risotto by dividing it among bowls, and top with shaved ricotta salata and fresh sage leaves for garnish.