Preheat oven to 375 F. Lightly grease a 2 quart soufflé or casserole dish.
Cut the squash in half and scoop out the seeds. Brush lightly with olive oil and place cut-side down on a rimmed baking sheet and roast for 30 minutes, or until the squash can be easily pierced with a fork. Remove from oven and set aside until cool enough to handle.
Once cooled, scoop the flesh of the squash into a large bowl; add the egg, coconut milk or half and half, bacon fat or butter and ricotta salata. Mix together well; taste and season with salt and pepper. Pour into the prepared soufflé or casserole and bake for 30 to 40 minutes, or until set and lightly browned on top.