Preheat oven to broil (on high).
Place squash, carrot, and pepper on a lined cookie sheet. Toss with olive oil, salt, and pepper, and broil the vegetables for seven minutes.
Remove pan, turn over vegetables, toss on the other side, and broil for another seven minutes. Vegetables should be slightly charred on the outside.
Prepare the dressing in a small bowl and mix with a hand blender.
Mix a bit of the dressing with the arugula. Combine leaves with the roasted vegetables, sliced radishes and nuts. Grate some feta cheese on top. Serve while vegetables are warm.
Tips:
Don’t over-dress the lettuce, or else it will get too bitter.
Variations:
For a milder salad, use romaine lettuce instead of arugula.