Heat up the butter in the roaster over medium heat on the stovetop. You can use the roaster on a gas, electric, ceramic, halogen, or induction stovetop.
Preheat the oven to 400 degrees F.
Once the butter is melted, add the onions and stir to coat. Let them cook for 5 minutes.
Add the Arborio rice and stir to coat. Once they are toasting but not burning, add the white wine.
After the wine wine has absorbed, add the butternut squash cubes, stock, and thyme. Stir to mix. Bring the mixture to a boil on the stovetop.
Once it has come to a boil, turn down the heat, cover with the lid and let simmer for 5 minutes.
Turn off the stovetop, and add the cheese, salt, and pepper to the pot.
Place in the oven with the lid on for 30 minutes.
Remove from the oven and squeeze the lemon over the rice mixture. Add more salt, pepper, and cheese to taste.
Serve immediately, or keep the lid on to retain heat for a little while before serving.