Cut and peel the squash. You can start by peeling it or halving it. Use a spoon to remove the seeds. Slice the the squash into roughly half inch pieces, then chop every one inch or so. You can really cut the squash however you like but I like this size for the visual it gives and the way it sits on your fork.
Trim the top and bottom of your onion, peel and chop the onions into wedges. Trim the top and bottom of the radishes and quarter.
Arrange squash, onion, and radish pieces on a baking tray. Drizzle with olive oil, toss to coat and sprinkle with salt, pepper, and fresh thyme. Bake at 425F for about twenty minutes. Move around pan half-way through baking.
Melt butter in small frying pan over low heat. Add pecans and brown sugar. Cook 2 to 3 minutes, stirring constantly until mixture is caramelized. Spread out on parchment paper and sprinkle with salt, cinnamon and allspice. Set aside to cool.
Add vinegar and oil to a small jar. Add honey, fresh thyme, salt and pepper if desired. Shake vigorously.
Once the vegetables have cooled arrange on a bed of arugula. Sprinkle pecans, cranberries, shaved cheese and thyme on top. Drizzle dressing, toss and serve.
You can roast the vegetables, candy the pecans and make the dressing a day ahead and assemble before serving.