Carefully peel the skin from the winter squash. You will need a strong peeler capable of the task. Cut the squash in half with a sharp kitchen knife. Use a spoon to scrape out the seeds. Dice the squash into 1/2-inch thick slices. Set aside. Optional: Reserve the seeds to make a crunchy snack. You can clean the flesh from the seeds, drizzle with olive oil and salt, spread evenly on a baking tray, and roast for 20 minutes at 180C/350F until crisp.
Preheat the oven to 180C/350F. Prepare a baking tray with baking paper. Set aside. Place the winter squash slices in a large bowl. Add the olive oil, paprika, and a pinch of salt. Toss to coat.
Wrap each rasher of bacon around each squash slice. You can cut the squash slices and bacon in half for smaller bite-sized chunks or keep them whole. Place them on the prepared baking tray.
Roast in the center of the oven for 30 minutes or until the winter squash is soft and the bacon crisp.
Made the dipping sauce. Add the mayonnaise, Greek yogurt, cayenne pepper, chipotle chili powder (or paste), garlic powder, ground black pepper, and apple cider vinegar to a small bowl. Stir to combine.
Plate up and serve with the dipping sauce. Enjoy!