Preheat oven to 425 degrees. Line two large rimmed baking sheets with foil.
Add Brussels sprouts and onions slices to one prepared pan. Add butternut squash to the other pan.
Divide oil between two pans and toss vegetables in oil. Spread out into single layer. Season all vegetables with salt and pepper.
Add butternut squash pan to oven. Cook for 10 minutes.
Add second pan to oven and cook for an additional 20-25 minutes. Remove from oven. Toss vegetables together and add chopped walnuts.