Preheat the oven to 425° F and line a sheet pan with parchment paper. Set aside.
Slice off the ends of the delicata squash, then slice it lengthwise down the middle. Scoop out the seeds, then cut each half into 1/2-inch slices. Place in a large bowl.
Peel the outer layer from the onion and cut it in half. Then cut each half into thin slices. Add to the large bowl.
Add the fresh thyme, salt, and pepper to the bowl. Drizzle with avocado oil and toss to coat.
Lay the vegetables out on the prepared baking sheet in a single layer. I like to make sure each delicata squash piece is making direct contact with the parchment paper for optimal browning.
Place in the oven and roast for 15 minutes.
Slice each chicken sausage into 1/2-inch rounds.
Flip the delicata squash pieces over so the other sides can brown and add the chicken sausage and pine nuts to the pan. Spread everything out to a single layer and return to the oven for 10 minutes.
Give the pan a little stir and sprinkle everything with the parmesan cheese. Return to the oven for 5 minutes more.
Serve immediately. Squash doesn't stay crispy for long, so it's best to eat this the day of. However, I've been known to reheat leftovers in a pan or in the oven/toaster oven and it's still delicious.