Prepare the grill for indirect cooking over high heat (450° to 550°F).
In a small bowl combine the butter ingredients. Mix well with a fork.
With a large, heavy knife, cut the squashes in half lengthwise. Remove the seeds with a spoon. Lightly brush the exposed flesh with the oil and season with salt and pepper.
Brush the cooking grates clean. Grill the squash halves, cut sides down, over indirect high heat, with the lid closed, until grill marks are clearly visible, about 30 minutes. Turn the squash halves cut sides up. Spread the exposed flesh with the pecan butter and continue grilling, with the lid closed, until the flesh is tender, 20 to 30 minutes more. Remove from the grill and serve warm.