Melt the butter in a large stockpot over medium heat. Add the onion and celery and sweat until tender, about 4 minutes. Add the stock, Parmesan rind, and bay leaves and bring to a boil. Reduce heat, partially cover, and simmer for 15 minutes. Add the squash and simmer, uncovered, for 20 minutes, until the squash gets tender. Remove the Parmesan rind and bay leaves; reserve the rind for another use. Puree about one quarter of the soup in a food processor or blender until smooth. Return the puree to the pot and stir in the grated Parmesan, sage, salt, nutmeg, pepper, and cayenne. Simmer for 2 minutes to heat through. To serve, ladle the soup into bowls and top with chopped parsley.
Makes 10 cups