Preheat oven to 400 degrees F. Place the butternut squash on a large baking sheet. Drizzle with the olive oil and season with rosemary, salt, and pepper. Toss well. Arrange the squash in one layer and roast for 25 to 30 minutes, until the squash is tender, stirring once.
Remove the squash from the oven and transfer to a serving dish. Drizzle the squash with balsamic vinegar. Top with chopped pecans and blue cheese. Serve warm.