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