Set oven to Gas 5, 190°C, fan 170°C.
Cut the red pepper into quarters, removing and discarding the core and seeds, and cut the courgettes lengthwise into long 1cm (½in) wide strips. Place them both in a roasting dish with the slices of butternut squash, garlic, and rosemary. Drizzle with olive oil and roast for 20-25 minutes until tender.
Cut the baguette almost in half lengthways and tear out about half of the soft bread along the inside (use for breadcrumbs at a later date).
Drain, stone and finely chop the olives along with the sunblush tomatoes. Spread along the inside of the baguette.
Layer the roasted vegetables inside the baguette and then press the two sides of the bread together to enclose the filling. Cut into eight short lengths, and wrap in baking parchment tied with string to help keep them fresh.
Add goats' cheese, feta, Parma ham or salami if liked.
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