Preheat the oven to 425° Fahrenheit. Slice the butternut squash in half lengthwise. Peel off the skin to expose deep orange flesh. Scoop out and remove seeds.
Coat the squash with olive oil and rub with sea salt and freshly ground pepper. Nestle squash, flat sides down, into a small baking dish - the squash should set flat in baking dish side by side, with as little extra room in the baking dish as possible. Roast for 15 minutes, then allow to cool slightly.
Transfer the squash to cutting board and slice every 1/8” across the back of the squash halves. Do not cut all the way through - leave about 1/4” uncut space at the bottom to keep the squash intact. Return the cut squash to the baking dish.
Meanwhile, in a a small saucepan, combine the butter, lemon juice, maple syrup, 4-5 slices of jalapeño, brown sugar, and orange zest. Bring the mixture to a simmer over low-medium heat and cook for about 5 minutes, just until sauce begins to thicken. Remove from heat.
Brush a layer of sauce over the backs of the squash. Tuck some bay leaves into the sliced squash at even intervals. Place the baking dish back into oven and continue roasting for 45 minutes longer.
Baste the squash with additional sauce every 10 minutes. Be sure to brush up any residual sauce in the baking dish and brush it back onto the squash. Do not allow the residual sauce to burn.
Cook the squash until golden brown and tender all the way through.
Notes
Using the smallest baking dish that fits the squash is important because it reduces the area that the residual sauce can spread.
The residual sauce browns quickly and can easily burn if it spreads too much in the bottom of a baking dish.
Adjust the amount of jalapeño and/or remove from simmering sauce earlier to adjust the spice level in the sauce.