Slice the squash in half lengthwise. Rub the open flesh evenly with 1 tablespoon of the olive oil. Sprinkle evenly with 1/2 teaspoon salt and 1/4 teaspoon black pepper.
Place squash halves, cut sides down, on a baking sheet and bake for 50 minutes. Let the squash stand 10 minutes and then scoop out and discard any seeds. Scrape inside of squash with a fork to remove spaghetti-like strands. Set aside.
Meanwhile, cut the veggies into bite-size chunks and set aside.
Remove the casings from the sausage and brown, breaking up the meat in a pan over medium high heat. Drain any grease and set aside on a plate.
Melt the butter over medium heat and let cook until slightly brown, foaming, and fragrant, 2 to 3 minutes.
Add 2 more tablespoons olive oil, thyme, garlic slices and stir to combine for about 1 minute. Add the veggies and sausage back in along with the spaghetti strands and toss to combine. Pile everything back into the squash bowls and top with cheese.
Sprinkle pine nuts and parsley to serve along with lemon wedges for a squeeze of acidity.