Preheat oven to 400 degrees. Peel the squash, remove seeds, and cut into 3/4 inch cubes. Toss the squash in olive oil, salt, and pepper. Spread the squash on a cookie sheet and roast in oven for 25-30 minutes, tossing once so all sides are browned. In a heavy bottomed pan or Dutch oven melt the butter and saute the Pancetta and shallots on medium heat for 10 roughly 10 minutes, until the shallots are clear. Add the Arborio rice and stir to coat the grains with butter. Add the wine and cook for a few minutes. Add two full ladles of chicken stock to the rice. Add the Saffron, 1 teaspoon salt, and 1/2 teaspoon pepper. Continue stirring frequently so the rice doesn't stick, until the liquid and absorbed. (5-10 minutes) Continue adding the stock 2 ladles at a time, stirring often. As the rice becomes slightly dry keep adding stock. Continue cooking until the rice is cooked through, but still al dente, about 30 minutes. Remove Dutch oven from heat and add the roasted squash and parmesan. Serve hot with parmesan threads and freshly ground pepper tossed over the top.