Preheat oven to 450°F.
Combine the Brussels sprouts, squash, shallots, lemon and garlic on baking sheet and dress with Balsamic, and about 3 to 4 tablespoons olive oil, salt, pepper and nutmeg. Arrange sprout with their cut sides down.
Toss chicken thighs with remaining 2 tablespoons olive oil, salt, pepper, fennel seeds, chili flakes, granulated onion and garlic, sage, paprika or smoked paprika and coat evenly. Arrange chicken on top of the Brussels sprouts and bake about 30 minutes.