I eat delicata squash as much as I can, not because it is gluten-free and vegetarian, but because it is, of course, delicately delicious!
Easier to handle than butternut squash, because its skin is thinner and it cooks faster, soft as an acorn squash, but sweeter, I find each year I prepare these more and more, and more and more simply. When I first noticed these at the farmer's market, I treated them like acorn squash. Gussied them up way more than they really needed, I soon discovered. Butter, cinnamon, nutmeg, salt, pepper, maybe a bit of maple syrup. I'd really go to town on these little guys. And then I pulled back. Salt, pepper, nutmeg, butter. All great ways to prepare them.
But now look. I just oil a foil-lined baking pan. Slice the squash in half, remove seeds, place them face down in the pan till the edges start to brown. I flip them over for a few more minutes and enjoy them just as they are. I like them with some curried vegetable stew or a bowl of chili or if I'm looking for a lighter meal, paired with lightly salted steamed green vegetables. Then, wow, does that natural sweetness come through!
Here are some other squash ideas you might like: