They go into the oven, as is, when I get up in the morning. No cutting or peeling. I do wrap the potato and beet in parchment and foil. It retains moisture, encourages even heating, and saves me having to clean the oven in case of explosion. (See below.)
Well, I don't eat all of this, and not on the day I cook it either. Usually the following day. I scoop out the squash flesh, slice&dice the potato and beet. They go into containers for later. Great, portable fast food during the day.
The squash is a kabocha. Life is good when I can find these, which I do only a few months a year - in September when they're harvested near me, and now when they're shipped in from Mexico. They have a deep orange flesh and are very sweet, especially when held for a time after harvest.
The potato is a Japanese sweet potato. It has a purple exterior and yellow flesh. It's a true find! Sweeter than an orange "yam" and a little less moist. Here's a quick snap showing the comparison between my yellow Japanese sweet potato and my orange Garnet yam, rather, sweet potato.
The Garnet "yam" and other yams in the US are technically sweet potatoes. A true yam isn't bright orange, moist or sweet. It's pale, dry and starchy, more like a white potato. And it's large! I've never tasted a true yam, have you? Here's a nice table that lists the differences:
What Is The Difference Between A Sweet Potato And A Yam?
The beet is a beet.
My exploding yam (well, sweet potato). This didn't happen just once either. Piercing first? True folly.