Preheat the oven to 400 degrees F. Toss the squash and garlic with the coconut oil on a rimmed baking sheet and sprinkle with 1/4 teaspoon each salt and pepper. Roast, tossing halfway through, until the squash is tender and golden brown, about 15 minutes.
Make the pesto: Peel the roasted garlic. Sprinkle with a pinch of salt and mash with the flat side of a chef's knife to make a paste; transfer to a food processor. Add the pecans and pulse until finely ground. Add the kale and 1/4 teaspoon salt and pulse until chopped. With the motor running, gradually add the olive oil and puree until smooth. (The pesto can be made a day ahead; cover and refrigerate until ready to assemble.)
Arrange the phyllo shells on a baking sheet. Add about 1 teaspoon pesto to each, then add 1 or 2 pieces of squash and sprinkle with cheese. Bake until the cheese melts, about 5 minutes. Serve warm.
Photograph by Jeff Harris/Studio D.
Recipe courtesy of Damaris Phillips for Food Network Magazine