Heat oven to 325°F. Wash squash and, using a serrated knife, carefully cut in half and scoop out seeds. Cut each half into four lengthwise slices.
Combine squash and oil in a bowl and toss to coat. Season with salt and freshly ground black pepper. Place on a baking sheet and roast until browned and completely tender when pierced with a fork, about 30 minutes.
Meanwhile, combine butter and garlic in a medium saucepan over medium heat. Stir continuously and cook until garlic is golden and the butter browns slightly. Remove from heat and carefully add sherry vinegar.
Add onions, paprika, cayenne pepper, currants, and honey, and return to stove over low heat. Cook, stirring occasionally, until onions are soft, about 10 minutes.
Stir in red wine vinegar, and season well with salt and freshly ground black pepper. Serve squash hot, coated with sauce.