Microwave the spaghetti squash for 3 to 4 minutes. Remove it from the microwave, cut in half, and scoop the seeds out with a spoon.
Preheat the oven to 425° F. Place the squash in a baking dish and rub the inside of the squash with 1 tablespoon of olive oil. Sprinkle with Italian seasoning. Season with salt and pepper. Bake for 15 minutes.
While it baking, make the sauce. Heat 1 tablespoon of olive oil in a skillet over medium-low heat. Add the shallot, garlic, red pepper flakes, and sage. Cook until the shallots begin to caramelize, about 5 minutes.
Reduce the heat to low and add the tomato paste. Cook for 4-5 minutes.
Stir in the water and vodka and cook another 2 minutes. Stir the pesto and the cream. Season with a pinch more salt and pepper, if needed.
Remove the squash from the oven and sprinkle each with fontina cheese. Divide the sauce between the squash. Top with parmesan, cheddar, and blue cheese.
Bake the squash for another 15-20 minutes or until the squash is tender and the cheese is golden brown on top. Allow the squash to cool for about 5 minutes before serving Enjoy.