In a large pot of boiling salted water, cook the pasta until al dente. Drain the pasta, reserving 1 cup of the cooking water.
In a saucepan over medium heat, add oil. Add the onion, garlic, and sage and cook over medium heat until the onion is translucent and soft, about 5 minutes. Add the pumpkin puree, salt, and pepper. Mix well and transfer to empty pasta pot.
Cook over medium heat until hot. Mix in the mascarpone and yogurt. Add the pasta and the reserved cooking water and toss to coat thoroughly and heat through.
Transfer the pasta to bowls, sprinkle each with cheese, chives, and walnuts.