Roast The Squash: Heat the oven to 450°F and arrange and a rack in the middle. Meanwhile, trim ends of squash, halve lengthwise, and scrape out seeds. Place each half cut-side down and slice into 1 /4 -inch half moons (you should have about 4 cups).
2 medium delicata squash
Combine squash and shallots on a rimmed baking sheet, add 2 tablespoons of the oil, salt, and pepper, and toss to coat. Roast until fork tender, about 20 minutes. Remove from oven and reserve squash mixture. Wipe down the baking sheet and return to the oven.
1 cup shallots, 2 tablespoons olive oil
Shape The Pizza Dough: Meanwhile, divide the dough into 4 pieces and roll two pieces each to an 8-inch round on a piece of parchment paper. Carefully remove the baking sheet from the oven (carefully because it will be very hot!) and work quickly. Drizzle the sheet with some olive oil, use the parchment paper to transfer 2 rounds of dough to the baking sheet, and pierce the dough in several places to prevent it from bubbling up unevenly. Scatter Pecorino evenly over the dough then evenly distribute squash mixture across the pizza then scatter thyme leaves and blue cheese on top. Drizzle with a drizzle more oil and place in the oven.
2 tablespoons fresh thyme or marjoram leaves, 1 pound fresh white or whole wheat pizza dough, 1/3 cup grated Pecorino cheese, 4 ounces crumbled Gorgonzola or other blue cheese
Bake The Pizza: Bake until crust is crispy, cheese is melted, and underside of dough is golden brown, about 10 to 12 minutes. Remove from oven and serve. Repeat to make two more pizzas.