This is addictively good, with multiple layers of flavor that do not obscure the taste of the squash. The hardest part is finding the ingredients, but these days you can order everything online even if you're far from an Indian grocery. Mustard oil in particular is worth seeking out.
You can make this recipe with any winter squash, and some of them - like delicata - won't even need peeling. From Madhur Jaffrey's World Vegetarian.
1/4 cup mustard oil or olive oil
1/2 teaspoon whole cumin seeds
1/2 teaspoon whole brown mustard seeds
1/4 teaspoon nigella seeds (AKA kalonji or black cumin)
1/4 teaspoon whole fennel seeds
1/8 teaspoon whole fenugreek seeds
2 bay leaves
2 to 3 whole dried hot red chiles (tiny ones, like cayenne or Thai bird)
about 2 pounds winter squash, deseeded, peeled if necessary, and cut into 1- to 1 1/2-inch cubes
3/4 to 1 teaspoon salt
1 1/2 tablespoons light brown sugar
Heat the oil over medium-high heat in the bottom of a nonstick or stick-resistant pot (Le Creuset works great). Add cumin and mustard seeds. Once they start popping (just a few seconds), add the nigella, fennel, fenugreek, bay leaves, and chiles. Stir once or twice quickly and put in the cubed squash. Cover, turn heat down to low, and cook 40-45 minutes, stirring occasionally. At the end, add salt and sugar and mix well, breaking up any large chunks with the back of a wooden spoon. It will cook down into a mash but should still have some texture. Madhur Jaffrey notes: "The whole chiles should only be eaten by those who know what they are doing."