Heat the oil in a large heavy saucepan. Add the onion and cook over moderately low heat until golden brown. Add the squash, celery root and shallots and cook until lightly browned around the edges, about 5 minutes. Add the Vegetable Stock, nutmeg and a generous pinch each of salt and pepper. Bring to a boil. Reduce the heat to moderately low, cover partially and cook until the vegetables are tender, about 30 minutes.