1. Preheat oven to 400°F and butter a 9-by-13-inch baking ceramic baking dish. In large bowl, toss butternut squash with 1 tablespoon of olive oil and thyme. Season with salt and pepper. Spread squash on a baking sheet in a single layer and roast for about 25 minutes, until tender, tossing once halfway through. Let cool.
2. Meanwhile, in medium skillet, melt butter in remaining 1 tablespoon olive oil. Add leeks and season with salt and pepper. Cook over moderate heat, stirring, until tender, about 20 minutes. Let cool slightly.
3. In large bowl, beat eggs with half-and-half, cheese, 1 teaspoon of salt and a 1/2 teaspoon of pepper. Stir in bread and let stand for 10 minutes. Fold in squash and prosciutto. Transfer mixture to prepared baking dish and bake for about 1 hour, until lightly golden on top. Let stand for 15 minutes before serving.