Preheat oven to 400F. Line sheet pan with parchment paper.
Cut a circle around the stem on top of pumpkin to create a lid; set aside. Cut a small circle out of bottom to remove the woody centre; discard. Remove innards of pumpkin; discard, reserving seeds if desired. Carve simple jack-o-lantern design into pumpkin.
In bowl, whisk together oil, vinegar, honey, garlic, sage, nutmeg and salt. Drizzle two tablespoons of oil mixture into pumpkin; rub inside and out to coat. Replace lid of pumpkin; roast on prepared baking sheet until tender, about 35-45 minutes.
To serve: In bowl, toss together baby kale, shallots, walnuts, goat cheese, cranberries and pumpkin seeds. Slice pumpkin into wedges at the table. Serve each wedge topped with salad.