I really like the nuttiness and sweetness of this vegetable. My favourite way to cook it is to first peel it, then cube it, toss it with olive oil and spread it on a baking tray for roasting. It is perfect when tender and lightly caramelised on the edges. When cooked this way, it can easily be added to a pot of soup with seasoning, stock and whatever ingredients would go well with it. I have used it before in this miso soup with chestnuts and also not roasted in a simple butternut soup with blue cheese and walnut toppings.
Among many recipe ideas, there is something else you can add it to: a delicious quiche.