Roasting hard winter squashes whole makes them a lot easier to cut into. You also need to cook them a bit longer, so you are trading the cutting into a hard squash for some extra time running the oven.
To do this, take a whole squash and score the outside by poking it with a fork or a knife a half a dozen times. Place it on a cookie sheet (or not, but they drip sometimes), and put into the oven at 350 for an hour to an hour and a half. It is done when it is soft for a fork.
If you let this cool, you can easily peel the skin and use it for such delisiousness as pancakes (here and here). You could even sub it for sweet potatoes in recipes like this.