Preheat oven to 425 degrees F. In small bowl, stir together olive oil, paprika, cayenne, and 1/2 teaspoon salt. Divide squash and oil mixture between 2 large rimmed baking sheets, tossing to coat. Arrange in single layer.
Bake 30 to 35 minutes or until tender. Transfer squash to serving platter; sprinkle with sage and feta.