How to Make It
Preheat the oven to 350°. Peel and slice the butternut squash 1/2 inch thick; spread on a baking sheet, drizzle with olive oil and season with salt and pepper. Cover with foil and roast until tender but not browned, 45 minutes. Meanwhile, spread the pine nuts on a baking sheet and toast until golden, 4 minutes.
Transfer the squash to a food processor and puree until smooth. Set aside 1 cup of the puree and reserve the rest for another use.
Heat the 1 tablespoon of olive oil in a pressure cooker. Add the shallot and cook over moderate heat, stirring, until softened, 4 minutes. Add the pine nuts and tomato paste and cook, stirring, for 2 minutes. Add the wine and boil until reduced to 2 tablespoons, 5 minutes. Add the broth. Cover and cook at 15 PSI (see Note) for 7 minutes. Place the pressure cooker in the sink and run cold water over the lid to depressurize it rapidly; remove the lid once it can be released without force.
Return the pressure cooker to medium heat, uncovered, and bring the contents to a boil. Allow the liquid to reduce until the pine nuts are suspended in a thick sauce, about 4 minutes. Stir in the reserved squash puree and saffron and cook until heated through. Stir in a tablespoon of water if the puree is too thick. Season with salt and pepper. Spoon the mixture into bowls, garnish with orange zest and the cheese shavings and serve.
Fifteen pounds per square inch (PSI) is the most common setting for pressure cookers. Products vary, however, so be sure to consult the owner's manual.