Preheat oven to 350 degrees. Grease a 3-quart baking dish or gratin dish. Layer half each of the sliced potatoes, butternut squash, and leeks in prepared dish. Sprinkle with half each of the sage, garlic, salt, nutmeg and pepper. Sprinkle with half the cheese and repeat layers. Pour the heavy whipping cream over the top. Cover tightly with foil.