Preheat the oven to 425 degrees F (220 degrees C).

Combine butternut squash, fresh sage, Parmesan cheese, 2 tablespoons olive oil, and salt in a bowl. Toss until squash is completely coated and place on the right side of a large nonstick baking sheet (17 1/4 x 11 1/2-inches).

Combine horseradish, Dijon mustard, onion powder, and garlic powder in a second bowl. Add chicken thighs and mix until well coated. Place chicken thighs in the center of the baking sheet.

Slice zucchini into 16 equal size spears. Place spears on the left side of the baking sheet. In a small bowl mix 1 tablespoon olive oil and balsamic vinegar. Brush olive oil mixture on zucchini and sprinkle with garlic powder and black pepper.

Bake in the preheated oven until chicken is no longer pink at the bone and the juices run clear, about 25 minutes. An instant-read thermometer inserted near the bone should read 165 degrees F (74 degrees C).