You have two choices. You can make the vegetables on the stovetop, or roast them! If you'd like to roast: mix squash with 1 1/2 tablespoons olive oil, and brussels with 1 1/2 tablespoons olive oil. Season with 1 teaspoon salt, each. Roast for 25 minutes at 400 degrees F.
If you'd like to make on the stovetop: In a large saute pan, heat 1 1/2 tablespoons olive oil over medium heat. Swirl to coat pan, then add in squash. Stir the squash pieces so they are coated with oil and sprinkle with 1 teaspoon salt. Shake the pan so squash spreads out in an even layer and let cook, without stirring, so that they brown a bit on one side, about 5 minutes.
Stir and spread the pieces out again and let cook without
stirring so more sides brown. Cover, and cook about 6 minutes, until the squash is soft, but holds its shape. (This will depend on the size you cut your squash so try one to test.) Once done, remove from heat and pour into a bowl.
Heat remaining 1 1/2 tablespoons olive oil of oil over medium-high heat using the same pan. When it's very hot, place the brussels sprouts cut side down in the oil, sprinkling with 1 teaspoon salt. Turn the heat to medium, and sear on one side until nicely browned, about five minutes.
Turn the brussels sprouts over and cook on the other side until nicely browned and tender, about five minutes. Some of the leaves can be charred dark brown or black.
Turn heat down to low and add the squash back to the pan, along with the pecan mix. If you've roasted, add pecan mix to the vegetables, removed from the oven. Mix all glaze ingredients together, and stir into vegetables, coating and warming through.