Preheat the oven to 425°F/220°C/Gas Mark 7, no fan (if you have a convection oven reduce the temperature by about 20° or follow the manufacturer's instructions).
Cut off the both ends of the butternut squash, place it vertically on a chopping board and peel the squash. Next, cut in half lengthwise, scoop out the seeds using a spoon and cut into 3/4-inch (2cm) cubes.
Add the butternut squash cubes onto a baking tray and toss with olive oil, cinnamon, and chopped rosemary. Season to taste with salt and pepper. Make sure that the squash is not crowded on the baking sheet, otherwise it won't be able to brown properly - it will just steam. I roasted my squash in two batches.
Roast for about 20 minutes or until the squash is golden brown at the bottom and soft.
Using a thin metal spatula, flip the squash pieces on the other side and add the pecans.
Bake for 5-7 minutes or until the pecans are toasted (light brown). Keep an eye on the pecans at the end of the baking time as they can easily burn.
Take the baking sheet out of the oven, transfer the squash and pecans into a bowl.
Stir the lemon juice with honey and add to the squash along with the cranberries and crumbled feta cheese. Toss everything together, season with salt if necessary.