Preheat the oven to 390F / 200C and line a baking sheet with parchment paper.
Slice the pumpkin into half. Remove the seeds and slice one half into rounds about half an inch thick. Place in a single layer on your baking sheet and drizzle with olive oil, and sprinkle over the dried thyme. Bake the pumpkin for 25 minutes. Once it is cool enough to handle, remove the peel and dice into small pieces.**
Pour the chicken broth into a pot and heat on the stovetop. Keep it warm during the cooking process on a low heat.
Pat the chicken thighs dry with paper towel and dice into small pieces. Drizzle olive oil in your skillet and sear and cook the diced chicken thighs on a medium heat until you have some browning and they are cooked through to 165F using a meat thermometer. Set aside on a plate and cover to keep warm.
If your skillet seems dry, add a touch more oil. Cook the diced shallot for a few minutes, then add in the garlic and nutmeg. Tip in the arborio rice and toast for a minute or so.
Over medium heat, ladle the chicken broth into the skillet, stirring often and adding about ¼ cup each time the rice has absorbed the liquid. This should take about 20 minutes, and you may not need to use all the chicken broth.
Add the cooked chicken pieces, diced pumpkin and tablespoon of fresh sage leaves. Stir well, add a little more broth if required to the consistency you like and season with salt and black pepper. Ladle into your serving bowls.
If you like crispy sage leaves as a garnish, heat olive oil in a small skillet and fry sage leaves for about 45 seconds, until they are crispy.