Preheat oven to 400F. Slice the spaghetti squash length-wise and scoop out the seeds with a spoon. Lay the squash face up and coat with olive oil, dried herbs, salt and pepper then place on a baking sheet laying face down. Cook in oven for 30 minutes.
Once the squash has baked, remove it from the oven and flip the squash to be face up. Cook for another 5-10 minutes in the oven until you can easily pierce the inside of squash with a fork. Set aside and let cool.
To make the pumpkin cream sauce, add all ingredients besides coconut milk to a blender. Slowly add in coconut milk as you blend until you reach a thick consistency. Taste to adjust seasoning where needed then set aside when done.
Over medium heat, add olive oil, shallots, and garlic to a saucepan. Cook for about 3 minutes then add in sage and mushrooms. Cook for another 3-5 minutes.
Using a fork, scrape out the noodles from the spaghetti squash and add to the saucepan mixture. Add in the pumpkin cream sauce and lower the heat to a simmer. Stir to coat noodleds evenly. Adjust seasoning where needed.
Divide noodles into serving bowls then top with vegan feta and extra sage. Ready to serve!