Preheat oven to 425 degrees. Line a large baking sheet pan with foil and spray with cooking spray, (or use a silpat baking mat).
Meanwhile, in a large bowl, mix all of the ingredients except for the feat cheese and bacon together. Toss to combine everything together.
Place brussel sprouts and squash on prepared sheet pan. Spread everything out so that nothing is overlapping.
Place in oven and bake for 45-55 minutes (depending on if you want them slightly browned or just cooked until tender.) And remove from oven. Place in a serving bowl once cooled and add feta cheese and cooked bacon crumbles. Toss to combine and enjoy!