I make a spicy soup with them.
Split the butternut squash lengthways and scoop out the seeds. In the hollow put a clove of garlic, a drizzle of olive oil and season with salt and pepper. Wrap each half in foil and bake in a moderate oven for about 30-40 minutes, depends on the size. When cooked, scoop out the flesh including the garlic and keep to one side.
In a pan, soften some finely diced onion in a little olive oil, with a teaspoon of ground cumin, a teaspoon of grated fresh ginger and chopped fresh chilli to personal taste (the chilli and ginger that comes in jars is perfectly ok for this). Add the squash flesh and half a pint of vegetable stock, simmer for 10 minutes then remove from the heat. Allow to cool slightly before blending smooth. Season to taste, though I never need to add anything extra at this point. A wee dollop of plain yoghurt added on serving is quite nice too. The grated ginger can give it quite a "poke" so if you don't like it too spicy you can reduce this