Heat your oven to 425ºF and line a baking sheet with parchment paper.
Use a very sharp knife to halve the squash lengthwise, then scoop out the guts with a spoon.
Cut through the stem if you can, but if it’s too tough, finish splitting the squash by bending it against the stem with your hands. It should snap in two.
Place the squash cut side down on the parchment-lined baking sheet, and use your hands to spread the olive oil and salt all over the skin and flesh.
Return to the cut side down position, transfer to the preheated oven, and roast for 10 minutes.
Meanwhile, make the glaze. Add the butter, miso paste, soy sauce, vinegar, brown sugar, and chilies to a small saucepan and bring to a boil over medium heat, stirring constantly to dissolve the sugar and miso.
Reduce heat to low and simmer until thick and syrupy, about 10 minutes. Taste the glaze a few times as it cooks—once the heat level is to your liking, remove the chilies with a fork or strainer and reserve for later.
Your squash should now be just soft enough to slice without too much trouble. Carefully transfer the hot squash halves, cut side down, to a cutting board.
Make thin (¼ - ⅛ inch) crosswise slices through the skin down the entire length, stopping before your knife hits the board.
Keep at this until you have two beautifully Hasselback-ed squash halves.
Slide an offset spatula under the length of the squash, using the flat of your knife to help if needed, and transfer back to the parchment-lined pan.
Gently push on the slices to slightly fan them out, slip in the bay leaves if you’re using them, and drizzle or brush a few generous spoonfuls of glaze onto the squash.
Return to the oven for 10 minutes. Repeat this process twice more, adding more glaze every 10 minutes, until the skin is burnished and browned.
Some of the glaze will definitely slide off and burn, so remove any black bits before piling on more glaze.
If you like, run it under the broiler for a few minutes just before serving to really crisp the skin up.
Serve however you like. I opted for sliced scallions and lemon wedges, which added just enough sharpness to balance the squash’s powerful savory-sweetness. If I hadn’t been out of yogurt, I would have made a quick lemony yogurt sauce, spread it over the serving platter, and arranged the squash on top. Really, though, you can’t go wrong. Dressed up or down, this squash is a real showstopper—and I promise it tastes even better than it looks.