Preheat oven to 425 degrees and grease a large skillet (or casserole dish) with oil.
Add cubed butternut squash and brussels sprouts to skillet and toss with olive oil, garlic, thyme, salt and pepper. Top with chopped bacon. Transfer to the oven and bake for 25-35 minutes, until bacon is cooked and veggies are tender.
Remove from oven, top with cheese, and transfer back to oven for an additional 5-10 minuets, until cheese is melted.