Festive squash jalousie

Name: Festive squash jalousie
Ingredients: 1 large butternut squash chopped into chunks; 4 garlic cloves unpeeled and bashed; sprig rosemary leaves stripped and chopped; few sprigs thyme leaves stripped; 3 tbsp olive oil; 1 onion chopped; 1 large field mushroom chopped; 125g pack cooked chestnut broken into large pieces; 2 tbsp chopped parsley; 1 tbsp chopped sage; 250g tub mascarpone; 1 tbsp grated parmesan Pecorino or vegetarian alternative; pinch freshly grated nutmeg; 500g pack puff pastry; 1 egg beaten