Cut squash in half lengthwise (or slice top quarter off each pumpkin). Place squash, cut side down (or pumpkins with tops sitting on them), on a rack over 1 inch boiling water in a 5- to 6-quart pan or 14-inch wok. Cover and steam over high heat until vegetables are tender when pierced (don't cut through skin), about 20 minutes. Lift from rack; let stand until cool enough to handle, 5 to 8 minutes.
With a small spoon, gently scoop out and discard seeds, taking care not to break skin. You may need to set squash halves cut side up and press down gently so they sit steady.
In a food processor or with a mixer, beat herb cheese, cream cheese, and egg until smooth. Pour filling equally into each squash half (or pumpkin). Lay 1 or 2 sage leaves on filling.
In the same pan, set filled vegetables on rack over 1 inch boiling water. Cover and steam over high heat until filling puffs slightly and is firm when jiggled, about 10 minutes. (After 5 minutes, fit pumpkin tops onto rack to heat. To serve pumpkins, place tops on or alongside.) Garnish with sage leaves.