Preheat oven to 400°F. Toss squash in olive oil, salt, and pepper, and spread onto a rimmed baking sheet. (Note: You can use the same skillet you plan on cooking the frittata in, if you like.) Roast about 25 minutes or until squash is tender and lightly browned, stirring halfway through cooking time. Remove from oven and set aside, and preheat oven to broil.
Whisk together eggs, milk, and herbes de Provence.
Heat a cast-iron or other oven-safe skillet over medium-high heat, and add the butter. Swirl the pan to coat it as the butter melts. Once the butter has melted, add the butternut squash to the skillet, then pour in the egg mixture. Cook on the stove approximately 5 minutes or just until starting to set on top.
Scatter cheese over the top and move skillet to the oven. Cook for approximately 5 more minutes, until cheese is melted and top is set and lightly browned.