Alternatives to roasting squash for soup?
It is easy to create a little oven on your range top in a pan with a lid. 


simply cook on low heat with a well-fitting lid on the pan (I use a glass lid so I can see the food). 
if you want to steam the food for part or all of the cook, just add a little water to the pan
for the ultimate stove-top oven, put your food on a small rack to raise it off the pan's surface so it will get much less direct heat (see photo below).


If you want to caramelize the squash you can do so using options 1 or 3 above very easily.  Directly on the heat will be faster but more aggressive, and you'll probably want to use a little oil or other fat. Let it brown on one side and then turn it over. Depending on the thickness of the cut you may want to turn it more frequently so it cooks through tender by the time it's browned on both sides. 

Put it on a rack on lower heat if you want a longer bake time, more gently like an oven. This is an especially good method if you want to bake it dry with no fat. 

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