Bake the potato in a 400°F oven until it can easily be pierced with a fork, about 1 hour. Peel the skin off the potato, mash it, and allow it to cool.
In a large bowl, mix together 1 1/2 cups of the mashed potato with the pumpkin purée, egg, salt, dried thyme, nutmeg, and black pepper. Gradually add flour until a soft dough forms, adding more flour to make it less sticky if needed.
Turn the dough onto a floured surface, divide into sections, and roll each section into a long rope. Cut into 1-inch pieces.
Bring a large pot of salted water to a boil. Add gnocchi and cook until they float to the surface, about 2-3 minutes. Drain.
In a skillet, melt butter over medium heat. Add sage leaves and cook until crispy. Add cooked gnocchi to the skillet and toss to coat with the sage butter.
Serve the gnocchi hot, sprinkled with grated Parmesan cheese.