Heat the oven to 400 degrees F/200 degrees C.
Slice the squash into 3/8 inch/3/4 cm half-moons. Toss with the olive oil to coat. Arrange in slightly overlapping rows on a baking sheet. Sprinkle with salt and pepper. Scatter over the thyme sprigs and bay leaves. Dot the squash with the butter, then bake, turning halfway through roasting, until the squash is soft with slightly candied brown edges, 30 minutes.