Roast the diced butternut squash at 400°F until tender and lightly caramelized, about 20–25 minutes. Set aside to cool slightly.
In a large bowl, whisk together the all-purpose flour, sugar, baking powder, baking soda, and kosher salt.
In a separate bowl, mix the egg, buttermilk, and melted butter.
Combine the wet and dry ingredients just until incorporated, then gently fold in the roasted squash and goat cheese chèvre to form a scoopable beignet-style donut batter.
Heat a pot of neutral oil to 330°F. Using a portion scoop, carefully drop the batter into the hot oil and fry the butternut squash donut bites until golden brown, puffed, and cooked through, about 3–4 minutes, turning as needed.
While hot, toss the donuts in scallion sugar until evenly coated. Finish with a drizzle of Calabrian chili honey and serve warm.