Pre-heat oven to 180 degrees. Place squash on a baking tray and drizzle with olive oil, salt, pepper and a sprinkle of cayenne pepper for a bit of heat. Roast on a middle shelf for 25-30 minutes until softened. Leave on one side to cool enough to handle. Pour roasted butternut squash into a blender or use a hand blender to purée. Add a bit more olive oil to make it extra smooth. Start cooking the polenta by setting the water to boil with a pinch of salt, note that I used less water than usual as I am adding butternut squash. When the water is boiling, add the polenta and stir well. Keep stirring until the polenta absorbs the water and thickens. When the polenta sticks to your spoon, add the puréed squash. Mix well, taste and season if necessary. Pour the polenta-squash mixture onto a baking sheet or large tray and spread until the whole thing is around an inch thick. Leave to cool completely (a good hour in the fridge or by a cool location should do it). Once the polenta has cooled, test the centre to ensure it has solidified all the way through. Then cut into 1 inch thick sticks. Heat oil in a pan and pan fry the polenta for a crispy exterior. If you prefer a lower fat version, bake it in the oven. Enjoy with you favourite dipping sauce.