Preheat oven to 425 F. Peel squash and cut in half lengthwise. Scoop out the seeds with a spoon and discard. Brush all over with oil and place cut side down on a baking sheet. Roast until just barely tender, about 20 minutes, let cool slightly.
In a small bowl, whisk together the butter, maple syrup, and lemon juice.
Make thin cuts in partially roasted squash, going as deep possible without cutting all the way through. NOTE (Put a wooden spoon on each side when cutting to help assure you do not cut through). Alternating using a knife, put sage and bacon in all the cuts. Roast 15 minutes.
Remove squash from oven. Drizzle with butter mixture and season with salt and pepper. Roast until tender, about 30 minutes more. Remove from oven, top with cheese. Return to oven until cheese is melted and golden, about 5 minutes.
