Preheat oven to 400F. Arrange the oven racks to the upper middle and lower middle positions so you can put two sheet pans in the oven.

In medium bowl, toss the delicata squash with the olive oil. Spread the squash out on a sheet pan and roast for 20 minutes, turning once at the 10 minute mark.

Lay out the bacon on another sheet pan and put it in the oven after the delicata has been cooking for 5 minutes. If there is room on the delicata pan you can add the bacon to it, but you don't want to overcrowd the squash or it will steam rather than brown and caramelize.

When you take out the squash, check the bacon. Add another minute if you need to. Once done, transfer the bacon to a towel-lined plate to cool a bit.

To assemble the dish, put the squash into a medium serving bowl and toss it with 1 tbsp bacon fat and 2 tsp of sherry vinegar. Crumble the bacon and blue cheese over the squash and serve.

You can make the squash and the bacon a few hours ahead. To warm it back up (and crisp the bacon), saute the squash and bacon over medium heat for about 5 minutes. Add the bacon fat and sherry vinegar to the pan and mix. Pour it all into the bowl and top with the blue cheese.