Preheat oven to 400 degrees F. Line a baking sheet with parchment paper.
Peel squash. Insert large knife just below stem and cut squash in half lengthwise to split. Scoop out seeds and pulp with spoon and discard or reserve for other use.
Cut squash into small pieces. Try to keep the sizes uniform so that they cook evenly. The smaller the pieces, the faster they will cook.
Cover the squash with the olive oil and toss to coat. Ideally, each piece of squash will be lightly covered with the oil and you won't have any excess pooling on the parchment paper, so adjust the amount based on the size of your squash. Cover with salt and pepper (more can be added later, if desired).
Bake in preheated oven until the outsides are crisp, the insides are super soft and tender, and they smell wonderful, at least 30-40 minutes for small pieces and 40-50 minutes for large. If it still feels mushy and the outside isn't starting to get chewy, keep cooking it! Serve hot as a side dish or refrigerate to add to salads.