Just peel it, cut it into chunks and roast it with a spritz of olive oil and some S&P and a sprinkle of nutmeg. It's one of my favourite things in the world!
Or roast it, along with new potatoes, mushrooms, onions, etc. (anything, really) and a few sprigs of rosemary, then top with some good goat's cheese for the last few minutes of cooking. Delish!