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Step 1
Turn the oven to 475°F (246°C) with a rack in the center position.
Step 2
Toss the squash with 2 tablespoons of the olive oil on a large sheet pan. Roast until the squash starts to brown, about 15 minutes. Toss the leeks with 1 tablespoon of the remaining oil and add to the pan of squash. Roast until the squash is tender enough to pierce easily with a knife, about 15 minutes more.
Step 3
While the vegetables roast, whisk the tahini and orange and lemon juices in a small bowl. Add enough water to make the mixture the thickness of a thin cream sauce. Season with the garlic, salt, and crushed red pepper.
Step 4
Heat 1 tablespoon of olive oil in a small skillet over medium-high heat. Add the walnuts and stir until they darken slightly and smell toasty. Scrape into a bowl, cool for a bit, and toss with the parsley and za'atar.
Step 5
When the vegetables are done, transfer them to a platter. Season with flaky salt and black pepper. Drizzle with the tahini sauce and remaining 1 tablespoon of olive oil, and scatter the walnut mixture on top. Serve right away.