Preheat the oven to 375 degrees F.
Cook the sausage: Place a large oven-safe 3½-quart braiser or oven-safe large pot over medium-high heat and add the oil. Once the oil is hot, add the sausage, break apart into bite-sized chunks with a wooden spoon and cook, stirring occasionally, until the sausage is browned, fully cooked and no longer pink, 5 to 7 minutes. Remove from the pan and transfer to a plate or bowl and set aside. Wipe the skillet clean.
Brown the butter: In the same large pot, melt the butter over medium heat. As soon as it begins to melt, add in the sage to infuse the butter with flavor, and use a wooden spoon to stir constantly; the butter will begin to crackle, then foam. After a few minutes, the butter will begin to turn a golden amber color. As soon as the butter turns brown and gives off a nutty aroma, about 5 minutes, immediately reduce heat to low so you do not burn the butter. Stir in the shallot and garlic and cook over low heat, until fragrant, about 30 seconds.
Add orzo and broth: Immediately stir in the orzo and toast in the pan for 1 minute to develop flavor. Stir in the white wine and allow the pan to deglaze a bit and infuse the orzo with delicious flavor, about 30 seconds to 1 minute. Then immediately add in the broth, butternut squash, salt, and lots of freshly ground black pepper. Stir in the cooked sausage and bring the mixture to a gentle simmer over medium-high heat.
Bake: Cover, then transfer the pan to the oven, and bake, until orzo is tender and most of the liquid has been absorbed, 15 to 20 minutes. Remove the pan from the oven and stir in the goat cheese and spinach until the cheese is melted into the orzo and spinach wilts, 1 minute. Finish off with the juice. Taste and season with more salt and pepper, as necessary.
Serve: Top with lemon zest, extra goat cheese crumbles and toasted nuts, if desired. Great with some extra red pepper flakes on top, too!