Preheat the oven to 400°F. Bring a large pot of salted water to a boil.
Peel the butternut squash well (this often take a couple of passes with a vegetable peeler to get to the bright orange flesh), then trim the top and bottom off. Cut the squash in half vertically and use a large spoon to scoop out the seeds and stringy bits. Slice the squash into slices about two inches in each direction, and ¼-inch thick.
Place the squash on a rimmed baking sheet and toss it with 1 tablespoon of the olive oil. Season with salt and pepper and spread it out on the baking sheet so that it is mostly in a single layer. Roast the squash for about 20 minutes until tender, and perhaps slightly browned in a spot or two.
While the squash is roasting, add the lentils to the boiling water or broth. Return to a boil, then adjust the heat so that the liquid is at a simmer, and simmer uncovered for about 20 to 25 minutes until the lentils are tender but not mushy. Drain and spread out on a platter or baking sheet to cool slightly.
While the squash and lentils are cooking, in a small container add the remaining tablespoon olive oil, rice vinegar, Sriracha, anchovy paste, thyme, Dijon mustard, and salt and pepper to taste. Cover and shake to blend well.
When the lentils and squash have finished cooking, let them cool to warm or room temperature. Place them in a bowl, and drizzle the dressing over. Gently toss so that they are well coated, and transfer to a serving platter. Garnish with the thyme sprigs if desired and serve warm or at room temperature.