Put a baking sheet in the oven and preheat to 475 degrees F. Remove the hot baking sheet and drizzle with 2 tablespoons olive oil. Add the sausage, squash and red onion; season with salt and pepper. Drizzle with 2 more tablespoons olive oil and toss, then spread in a single layer. Return the pan to the oven and roast until the sausage and squash are lightly browned and cooked through, about 25 minutes. Remove to a plate to cool.
Meanwhile, whisk the remaining 1 tablespoon olive oil, the vinegar, mustard, garlic, 1/2 teaspoon salt and a few grinds of pepper in a large bowl. Add the arugula, frisee and ricotta salata.
Thinly slice the sausage. Add the red onion and squash to the salad, divide among plates and top with the sausage. Top with more ricotta salata.