Cut the squash into large pieces, removing the seeds and leaving the skin on, and place it on the baking sheet. If you're using a smaller variety of squash, such as butternut, cut it in half and remove the seeds. Drizzle one tablespoon of olive oil onto the squash and sprinkle it with a few pinches of salt. Use your fingers to rub the oil onto the surface of the squash. Place the squash flesh-side down on the baking sheet.