In a separate, smaller, tray or tin, drizzle the lemon with a little olive oil—no salt yet—and place in the oven. Roast for 15 minutes, until they’re bronzed and scorched, the pulp having turned almost jam-like. Remove from the oven and drop the lemons into a fine mesh sieve placed over a bowl. Squish them down with a wooden spoon to extract their smoky-sour and cloudy juices. Season with a little salt and allow it to cool before whisking in the extra virgin olive oil. Taste the dressing—it should be a well-balanced mix of fresh, sour, smoky and bitter. The bitterness is important because it will offset and accentuate the sweetness of the squash and the sage’s musky earthiness.