Preheat the oven to 425 degrees F.
Halve the squash, leaving the skin on, and scoop out the seeds, then cut into 1-inch cubes; you don't need to be precise just keep the pieces uniformly small.
Put into a roasting tin with the oil and strip about 4 stalks thyme of their leaves, sprinkling over the butternut squash. If you can't get any fresh thyme, sprinkle over dried.
Roast in the oven for about 30 to 45 minutes or until tender.
Once out of the oven, remove the squash to a bowl and scatter over the pecans and crumble over the cheese tossing everything together gently. Check the seasoning and add the last couple of stalks of thyme torn into small sprigs to decorate.