Place walnuts in a large, dry skillet over medium heat. Toast 8 to 10 minutes until the walnuts begin to brown. Transfer to a plate.
In a medium bowl, mix the pumpkin, ricotta, salt and pepper.
To form the tortellini, place 1 teaspoon of the pumpkin filling into the center of each wonton wrapper. Using a little egg (or water) to secure each seam, fold the wrapper diagonally to form a triangle, then fold the two "arms" down so the wrapper is "hugging" itself. Repeat until all the tortellini are made.
Bring a large pot of water to a boil. Add a little extra olive oil so the tortellini don't stick to each other. Add half the tortellini and boil for 4 minutes or until they float to the top. Using a strainer or slotted spoon, carefully remove tortellini to a plate (or put them directly into the cooked sauce). Repeat with remaining tortellini.
While tortellini are boiling, in a large skillet, melt the oil and butter over medium heat. When butter and oil are sizzling and start to brown, tear sage leaves into the pan and fry for about 20 seconds. Add the tortellini and toss to coat. Sprinkle over the nuts, nutmeg and Parmesan. Serve immediately.