Preheat oven to 375. Line a baking sheet with foil or parchment paper and set aside.
Toss broccoli in a medium bowl with one tablespoon of olive oil and salt and pepper, to taste. Spread out on prepared baking sheet and bake for 30 minutes, or until lightly browned and crisp.
Meanwhile, bring water to boil in a medium size saucepan, add orzo and bring back to a boil. Lower heat and simmer for about 8 minutes, until orzo is al dente. Drain and place in a large mixing bowl.
Heat olive oil in a large skillet over medium high heat. Add the shallot and cook for 1 minute, stirring often, until translucent. Add butternut squash, sage, cranberries, and apple cider and cook for 15 minutes or until butternut squash has softened and almost all of the apple cider has cooked down. Season with salt and pepper. Use a slotted spoon to remove all but the remaining juices to the bowl with the orzo, along with the roasted broccoli.
In a small bowl, mix the remaining juices (about 1/4 cup) from the skillet with the 1/4 cup of olive oil, red wine vinegar and salt and pepper. Pour the sauce in the bowl with the orzo and veggies and stir or toss to mix. You can leave the dish out at room temperature until ready to serve (the longer it sits, the better the flavors will meld together) or you can refrigerate and set out about half an hour before you are ready to serve, to bring to room temperature again.