Heat oven to 450°F. Bake bread in a single layer until dry, about 5-7 minutes. Transfer to a large bowl.
Place squash on same baking sheet, drizzle with 2 tablespoons of the olive oil and season with salt and pepper. Roast until just tender, about 20 minutes. Squash will continue to cook in the stuffing so its better for it to be a little underdone.
Reduce oven heat to 350°F.
Heat 3 tablespoons of the oil in a pan. Add onion and season with salt and pepper. Cook until tender, about 5 minutes. Add kale, garlic, and sage and cook until kale is wilted, about 10 minutes.
Transfer mixture to bowl with bread. Add squash, broth, walnuts, and remaining oil. Season generously with salt and pepper. Stir to combine, taste and add more salt as needed.
Grease a 9-x-13-inch baking dish. Transfer stuffing to pan, cover with foil, and bake 30 minutes. Remove foil and bake 30 minutes more or until crisp and browned on top.