Heat the oven to 425°. Optional: line the baking sheet with parchment paper (the vegetables and eggs don't really stick to the baking sheet anyway, but the parchment will make sure they really don't stick.)
Peel, seed and chop the butternut squash into roughly 3/4" chunks. (See blog post for step-by-step photos.) Add to the baking sheet.
Chop any large broccoli florets into smaller pieces. The broccoli (florets and/or stalks) should be about the same size as the squash chunks, or a little bigger. Add to the baking sheet.
Peel and roughly chop the shallots (or onions). Add to the baking sheet.
Add the oil, salt, black pepper, paprika, garlic powder and onion powder to the vegetables. Toss until everything is well coated, then spread out into a single layer. It might seem a bit crowded but everything will shrink as it bakes.
Chop the bacon into roughly 1" pieces and spread them out on top of the vegetables.
Bake for 25 minutes, rotating the pan once halfway through.
Meanwhile, if desired, crack the eggs into a medium bowl so they're ready to be added to the baking sheet. Or you can crack the eggs directly on the baking sheet if you like to live dangerously.
Once the 25 minutes are up, give the vegetables and bacon a good toss and spread back out into a single layer. Use a spatula to create wells for however many eggs you're using.
Add the eggs to the wells and place back in the oven. Bake for 7-8 minutes for runny eggs, 9-10 minutes for soft eggs, or 11-12 minutes for more set eggs.
Remove from the oven and season the eggs with flaky sea salt (or more fine sea salt) and ground black pepper. Then sprinkle the whole baking sheet with chopped fresh herbs, if using, and serve.