Preheat oven to 425°F. Line a large baking sheet with parchment paper.
Add the cubed butternut squash to the baking sheet. Drizzle with 2 tsp of the olive oil and toss to coat. Roast for 25–30 minutes, or until tender and lightly browned.
Meanwhile, heat the remaining 1 tsp olive oil in a large pot over medium heat. Add the onion and carrots and cook for 5–6 minutes, until softened.
Add the garlic, thyme, sage, and smoked paprika. Cook for another 30 seconds, stirring frequently.
Add the red lentils and broth. Bring to a boil, then reduce the heat and simmer uncovered for 15–20 minutes, or until the lentils and carrots are tender.
Add the roasted butternut squash to the pot. Using an immersion blender, blend until smooth and creamy. Alternatively, carefully transfer the soup to a blender in batches.
Allow the soup to cool slightly, then stir in the Greek yogurt and lemon juice. Season with salt and pepper to taste. If the soup is thicker than desired, add a little extra broth or water.
Divide between bowls and garnish with pumpkin seeds or an extra spoonful of Greek yogurt, if desired (NOT IN CURRENT MACRO CALCULATIONS).