Fry the onion in a knob of butter until softened but not browned, about 5 mins. Stir in the chopped sage and cook for 1 min more, then add the remaining butter to melt. Stir in the flour and mustard powder, and cook for 1 min until it forms a paste. Gradually whisk in splashes of milk (you can add in bigger additions as you go) until you have a smooth sauce. Bubble, stirring constantly, for 3-5 mins until thickened. Take off the heat and whisk in the mashed squash, 200g of the cheddar and half the Parmesan. Season to taste.