Make the dill cashew cream: combine the drained cashews, water, dill, onion, garlic, lemon juice, salt, and pepper in an upright blender. Blend the cashew mixture on high until completely velvety and smooth. Scrape the cream into a glass jar and set aside.
Preheat the oven to 400°F. Line 2 medium or 1 large baking sheet with parchment paper and set aside.
Slice the seeded squash in 1/2 inch thick wedges/half moons. On the baking sheet(s), toss the squash slices with the olive oil, salt, cumin, cayenne, and black pepper. Spread the coated squash slices out into a single layer. Place the squash in the oven, and roast for about 30 minutes, flipping at the halfway point. The slices should have deeply golden edges.
Serve the squash bowl warm with dill cashew cream for dipping/drizzling.