Preheat the oven to 400° F. Line a baking sheet with parchment paper.
On the baking sheet, toss together the prosciutto, walnuts, brown sugar, cayenne, and rosemary. Arrange in an even layer. Bake for 5 minutes, toss, and bake another 5 minutes, watch closely until crispy.
Meanwhile, make the pumpkin sauce. In a large skillet, melt together the butter, garlic, shallots, and sage. Cook, stirring occasionally, until the butter is browning, and the garlic is turning golden, 4 minutes.
Reduce the heat to low, add the pumpkin, and red pepper flakes, cook for 4-5 minutes, until thickened.
Stir in the wine/broth, cook another 2 minutes, then stir in the cream. Season with salt and pepper.