Toss pumpkin in 2 tbs olive oil, salt, and pepper. Roast until tender, about 30 minutes. Set aside and let cool when done. Raise oven temperature to 375 F.
Meanwhile, heat olive oil over medium heat. Once hot, add the sliced onions and a pinch of salt. Cook onions until caramelized, about 20-30 minutes, stirring frequently during the second half. Set aside and let cool when done.
Put pie crust in pie pan and poke the bottom with a fork to prevent it from bubbling up in the oven. Par-bake for 6 minutes then set aside to let cool.
In a medium bowl, whisk heavy cream, eggs, and sage until combined.
In a separate bowl, combine roasted pumpkin, caramelized onions, and blue cheese. Toss to evenly mix.
Distribute the pumpkin mix evenly into the cooled pie crust. Then pour on the egg mix.
Bake until golden brown and the middle passes the toothpick test, about 35-40 minutes.