Preheat the oven to 450 degrees Fahrenheit (230 Celsius). Use butter to grease a glass, ceramic or enamel-lined baking pan that can hold the fillets in a single layer.

Cut off and discard the roots and tough, dark-green leaves of the leek. Cut the white and light-green parts into 1/4-inch (6-mm) cubes. Place in a sieve and rinse thoroughly under cold running water to remove any sand.

Peel the squash and remove the seeds. Cut squash into 1/4-inch (6-mm) cubes.

Melt one and a half tablespoons (22 and 1/2 grams) of the butter in a small saucepan. Add the leek and squash, cover and cook over low heat for about five minutes, until soft. Add the wine and honey. Season to taste with the lemon juice, salt, pepper and cayenne.

Pat the fillets dry with paper towels. Season both sides lightly with salt and pepper, and place in the baking pan. Cut the remaining butter into small pieces and spread them on top. Cover the baking pan with heavy foil and bake for 10 minutes, or until the inside of the fish has just turned opaque. (The fish will continue cooking when it is out of the oven.)

Spoon the vegetable sauce into wide soup bowls or onto deep dinner plates and place the halibut on top.