Preheat oven to 400 degrees. Line a baking sheet with parchment or foil for easy clean up.
In a large skillet over medium-high heat, cook bacon until crispy. Remove bacon from skillet, chop, and set aside. Reserve 1/4 cup rendered bacon fat and discard the rest (or add olive oil to reach 1/4 cup fat).
In a large bowl, add Brussels sprouts, squash, cranberries, and rosemary. Drizzle with bacon fat and toss to coat. Spread evenly in a single layer on prepared baking sheet, arranging the sprouts cut-side down as much as possible.
Bake until vegetables begin to brown and are tender, about 40 to 45 minutes. Remove from oven and transfer to serving dish. Add chopped bacon, walnuts, and salt and pepper to taste and toss to combine.
Bacon: Or substitute 8 ounces pancetta.
Butternut squash: An equal amount of sweet potatoes, peeled and diced, would be excellent in this recipe. Or, try a different type of winter squash such as acorn squash or sugar pumpkin.
Rosemary: Instead of fresh rosemary, try fresh thyme or sage. Or, stir in fresh chives or parsley after roasting.
Walnuts: An equal amount of almonds, chestnuts, or hazelnuts would be great here.
Yield: This recipe makes 8 generous servings.
Storage: Store leftovers covered in the refrigerator for up 4 days.
Make ahead: The vegetables can be prepped a day ahead. Store covered in the refrigerator.
More mix-ins: Add or substitute diced onion, fresh garlic, or peeled and chopped parsnips.
Finishing touches: Add a drizzle of honey or maple syrup to the finished dish for extra sweetness.