Place squash chunks in a heavy soup pot with a lid. Cover with 4 cups of broth. Cut the vanilla pod open lengthwise and use the tip of a small sharp knife to scrape the black dust the beans into the soup. Add the pod and sage leaves, turn the heat to high, cover, and bring to a boil. Stir soup and reduce heat to low to soften the squash, about 20 to 30 minutes. Turn off the heat.

Remove vanilla pod and sage leaves. Use an immersion blender to puree the squash. Add the chestnut puree, ricotta cheese, and nutmeg. Blend well with hand blender. Add remaining broth to thin soup to desired texture. Heat through over low heat, taste and add salt if needed. Just before serving, stir in Reggiano Parmesan cheese to melt it. Ladle one cup of soup into each bowl. If not eating all the soup at this sitting, add 1 1/2 teaspoons of parmesan cheese to each bowl before serving.