"Italians know it well, making gnocchi without the right potatoes can be a key for disaster. Imagine making gluten-free paleo gnocchi that are potato free as well! That's one tough recipe to come up with!"
Place a steamer insert into a saucepan and fill with water to just below the bottom of the steamer. Bring water to a boil. Add kabocha squash, cover, and steam until soft, 10 to 15 minutes.
Transfer steamed squash to a bowl; mash with a fork or potato masher. Mix in cassava flour, 1 pinch of salt, and nutmeg until a dough forms.
Dust a flat work surface with cassava flour. Divide dough into pieces and roll into 1-inch thick logs. Cut into 1-inch gnocchi. Arrange gnocchi on a tray lined with parchment paper.
Heat olive oil in a small skillet over medium heat. Cook sage leaves until crisp, 30 seconds to 1 minute. Press down with a fork to break leaves into small pieces. Stir in 1 tablespoon plus 1 teaspoon coconut milk and saffron. Simmer sauce until flavors combine, about 2 minutes. Remove from heat.
Bring a large pot of water to a boil. Add 1 pinch of salt. Slide gnocchi gently into the water; cook until they float to the surface, 4 to 5 minutes. Scoop out with a wire strainer and transfer to serving plates.
Cover gnocchi with 1 tablespoon of sauce. Drizzle some balsamic vinegar on top.