Preheat the oven to 425F convection or 450F. Line a baking sheet with parchment paper.
Add the squash, oil, and salt to the baking sheet and toss to coat well. Arrange into an even layer, making sure each piece of squash is in contact with the baking sheet to get better browning. Bake for 30 minutes, or until the squash is deeply golden/charred.
Meanwhile, to make the scallion oil, in a heat-safe bowl (metal works great), add the scallions, walnuts, and chili flakes. In a small pot, add the olive oil and place it over medium-low heat. Heat the oil until it is very hot and shimmering. The moment you see it start to smoke a little bit, turn off the heat. You can also see if it’s hot enough by dropping a piece of scallion in the oil - if it immediately sizzles very aggressively, then it’s ready (see video).
Immediately pour the oil all over the scallion mixture. It should aggressively sizzle/bubble. Give it a quick stir and let it sit to cool off for 5 minutes. Stir in the soy sauce.
In a medium bowl, mix together the yogurt, lemon and salt until smooth and creamy.