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Heat oven to 200C/180C fan/gas 6. Cut the squash into several large pieces, remove any seeds, then toss with the oil in a roasting tin. Roast for about 35 mins or until golden and soft.
When cold, peel the skin away, then put the flesh into a processor with the sugar, mascarpone and spices. Whizz until smooth, then add the eggs, maple syrup, vanilla and ¼ tsp salt. Whizz again.
Cut one-third of the pastry from one block and squash it into the other block. Shape the larger block into a smooth round then, on a floured surface, roll out to line a 23cm fluted tart tin. Line the tin, leaving some overhang, then lift onto a baking sheet. Pour in the filling, then carefully slide the pie into the oven and bake for 20 mins.
Meanwhile, roll the remaining pastry to a rectangle about 16 x 30cm, then cut into 8 long strips about 2cm wide. Weave the strips under and over each other on a floured, rimless baking sheet to make a lattice large enough to cover the top of the pie. Put in the fridge to chill.
After 20 mins, the filling will be starting to set. Take pie out of the oven, brush pastry rim with milk, then slide the chilled lattice off its sheet and onto the pie. Press the edges down a little to seal, then scatter over the pecans and return to the oven.
Bake for 15-20 mins more or until the lattice is golden and the filling has risen with just a faint wobble in the middle. Cool completely, then trim the edges and dust with icing sugar. Drizzle with maple syrup and serve with whipped cream.