Preheat the oven to 425ºF and adjust the rack to the lowest position. Place the squash in a large bowl and toss with the ghee, sea salt and cayenne. Spread the squash in an even layer on a baking sheet lined with parchment paper. Roast for 25-30 minutes until well browned. Remove the squash from the oven and, using a pair of tongs, flip each piece of squash. Then, continue to roast in the oven until the face-down side of the squash is browned, about 10 more minutes.
Transfer the squash to a platter and top with the goat cheese, pecans and fresh thyme. Serve warm.