Preheat oven to 450°.
Line a baking sheet with parchment paper or foil. Place the chicken and squash on the parchment. Toss the squash and onions with oil and place on the baking sheet with the chicken. Rub the chicken with oil, pour the lemon juice overall, sprinkle with zest and season with sea salt and pepper. Chop half the sage and sprinkle over both chicken and squash-onion mixture. Sprinkle zest over the chicken.
Roast the chicken and squash for 30–40 minutes, or until an instant read thermometer registers 165° at the thickest part of the thighs and the squash is cooked through and fork tender, while the onions are softened and slightly charred around the edges.
Transfer the chicken and squash to a serving platter, garnish with lemon wedges, thyme and sage, serve right away.