Preheat oven to 180 C / Gas 4. Wrap pumpkin in foil and bake for about 1 hour.
Remove skin and puree with butter, cream and nutmeg. When gnocchi is ready, heat sauce in a small saucepan and stir in Parmesan. Season with salt and pepper
For the gnocchi: boil whole potatoes in salted water until tender, about 25-35 minutes. Do NOT overcook. Test doneness with a fork.
Peel as quickly as possible while potatoes are still hot. Press through a potato ricer and spread onto a baking tray. Allow to cool.
Work potatoes, egg, salt, pepper, nutmeg, Parmesan and flour into a dough. Shape into two rolls of about 1cm diameter. Cut into 3cm pieces. Gently press the gnocchi with the prongs of a fork.
Bring a large pot of salted water to the boil, then reduce heat, so water is only simmering. Cook gnocchi until they float to surface. Remove with a slotted spoon and drain well. Serve immediately with pumpkin sauce.