Heat the oven to 220°C (425°F) with a large rimmed baking sheet inside. A hot pan helps the squash brown quickly.
Toss the squash, onion, olive oil, thyme, and pepper on a separate tray. Do not add salt, since the bacon will season the pan.
Carefully tip the squash onto the hot pan and spread it into a single layer with space between the pieces. Roast for 12 minutes, until the cube edges are just starting to color.
Scatter the bacon pieces over the squash. Roast for another 8 minutes, then stir and turn the pieces so they brown evenly.
Roast for 7 to 10 minutes more, until the bacon is crisp and deep brown, and the squash is golden at the edges and tender when pierced with a fork. The pan should sound like a steady crackle, and smell sweet and smoky.
Take the pan out of the oven. Stir the yuzu juice and honey together, then drizzle it over the hot squash and bacon. It will sizzle for a few seconds. Toss everything together, scraping up the browned bits from the pan.
Scatter the scallions and sesame seeds over the top, and serve right away while the bacon is still crisp.