Heat the olive oil in a large soup pot over medium heat, 1 minute. Add the bell pepper and onion and cook, stirring occasionally, until the onion is soft, about 5 minutes.
Stir in the garlic and cook until fragrant, about 1 more minute. Pour in the wine and let bubble 1 minute, stirring and scraping any browned bits from the bottom of the pot.
Add the butternut squash, beans, tomatoes and their juice, salsa, 1 cup water, the chili powder, cumin, cocoa, cinnamon and cayenne, if using. Bring the chili to a simmer, then reduce the heat to medium low and cook, stirring occasionally, until the squash is tender and the chili begins to thicken, about 1 hour. (If the soup looks too thick while cooking, add up to 1 cup more water.) Serve topped with a dollop of Greek yogurt and some avocado cubes.
Cook's Note: If you're using dried beans, soak in water overnight, then simmer until just tender, 1 to 1 1/2 hours (or cook 4 to 5 hours in a slow cooker on high).