For the salad: Preheat the oven to 375 degrees F. Using a sharp knife, cut the squash halves into 1-inch cubes, leaving the skin intact. Add to a bowl and toss with 3 generous tablespoons of the olive oil, the thyme and season with salt and black pepper. Transfer to a large baking sheet. Roast the squash until fork tender, 25 to 30 minutes. Remove from the oven and cool slightly.
Add 3 cups water, the lentils, onions, garlic, lemon slices, bay leaf, red pepper flakes and some black pepper to a medium saucepot. Set over high heat and bring to a boil. Reduce the heat to medium-low. Simmer until tender, 20 to 25 minutes. Season with salt. Remove from the heat and drain. Discard the onions, lemons and bay leaf. Put the lentils in a large glass mixing bowl, toss with a scant tablespoon olive oil and set aside.
For the caramelized onions: Meanwhile, place a large saute pan over high heat and add 2 tablespoons olive oil. Once hot, add the sliced onions. Season with salt and pepper. Cook until starting to color, about 30 seconds. Reduce the heat to low. Caramelize, stirring occasionally, about 20 minutes; the onions should be tacky and deep golden brown. Remove from the heat and keep warm.
For the yogurt vinaigrette: In a large glass mixing bowl, whisk the white wine vinegar, lemon juice, garlic, mint, cilantro and scallions together until incorporated. Drizzle in the olive oil and whisk until smooth, about a minute. Add the yogurt and continue whisking until creamy, an additional minute. Season with salt and pepper. Cover and refrigerate in an airtight container until ready for use, or up to 3 days.
To serve: When the squash is cool enough to handle, transfer to bowl with the lentils. Drizzle in the yogurt vinaigrette and toss to coat completely. Spoon into a large serving dish and garnish with the caramelized onions.