Preheat the oven to Gas 6, 200°C, fan 180°C. Peel the squash and discard the seeds and stringy fibres. Dice the flesh then steam for around 5-10 minutes until tender. Leave the squash pieces to cool, then blend with the oil, salt, sugar and 4 tbsp water to make a smooth purée.
Meanwhile combine the flour, yeast and nutmeg. Add the purée and mix to make a soft, but not sticky dough, adding more flour if needed. Turn out onto a lightly floured surface and knead for 10 minutes until smooth. Add the cranberries then put back in the bowl, cover with clingfilm and place in a warm spot. Leave the dough to rise for an hour until it has doubled in size.
Knockback the dough to push out the air and divide into 12 portions. Roll each into a sausage shape about 23 cm (9in) long then tie into a knot. Space well apart on the tray, cover and leave to rise for about 30 minutes.
Uncover the rolls and cook for 15 minutes until golden. Cool on a wire rack or eat warm. Store the rolls in an airtight container for 2-3 days.
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