In this case, I prefer steaming the squash- no need to turn the oven on and you can use the same pot you are going to cook the mac and cheese in. However, the flavor of roasting can be a nice addition, so use the cooking technique you prefer.
+ Recipe is a cross between my old butternut squash mac and cheese and White On Rice Couple's Stove Top Version. My instructions are paired down because I never had trouble with the recipe but I would recommend popping over to their site to read through their detailed instructions.