Step 1

Arrange racks in upper and lower thirds of oven; preheat to 400°. Place squash on one rimmed baking sheet and cauliflower on another one. Drizzle squash with 1 Tbsp. oil, season with salt and pepper, and toss to coat. Drizzle cauliflower with 2 Tbsp. oil, season with salt and pepper, and toss to coat. Roast squash and cauliflower, tossing and rotating sheets halfway through, until squash is browned and tender, 35–40 minutes, and cauliflower is browned and tender with charred edges, 40–45 minutes.

Step 2

Meanwhile, combine anchovies, chile, garlic, tuna, ½ cup cashews, 2 Tbsp. lemon juice, 6 Tbsp. oil, and 3 Tbsp. hot water in a blender and let soak 5 minutes. Purée on low speed, gradually increasing to high, until sauce is very smooth. Season tonnato with salt and pepper.

Step 3

Toast sesame seeds, coriander seeds, and fennel seeds in a small skillet over medium heat, stirring, until fragrant, about 2 minutes. Transfer to a small bowl and let cool. Heat 1 Tbsp. oil in same skillet. Toast remaining ¼ cup cashews, tossing, until golden brown, about 3 minutes. Using a slotted spoon, transfer cashews to a plate. Pour off cashew oil into a small bowl.

Step 4

Transfer toasted spices to spice mill or mortar and pestle and coarsely grind, then add to bowl with cashew oil. Coarsely grind cashews in spice mill or with mortar and pestle (with pieces no larger than ¼"). Transfer to bowl with spices. Add red pepper flakes and stir to combine (the dukkah should look like coarse wet sand).

Step 5

Gently toss squash, cauliflower, and arugula in a large bowl.

Step 6

Swipe ¼ cup tonnato on a plate. Top with one-quarter of squash mixture, then sprinkle with dukkah and capers. Drizzle with oil. Serve with lemon wedges alongside.