Toss the squash and olive oil in a large bowl. Spread on a parchment-lined baking sheet and lightly brush with half the honey. Bake for 15 minutes.
Turn and brush with the remaining honey. Bake for another 15 minutes, or until the squash is cooked through.
While the squash is baking, place the walnuts in a small ovenproof dish and bake for about 5 minutes, or until lightly toasted.
Whisk together the lemon juice, walnut oil, salt and pepper in a small bowl.
Toss the mixed greens with the vinaigrette in a large bowl and place on serving plates. Top with 3 to 5 slices of squash. Sprinkle with walnuts and feta and a touch more salt and pepper. Serve while the squash is still warm.