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1
Cut Squash into 1/2 inch pieces; place on a large foiled-lined jelly roll pan and cook for about 30 minutes or until tender.
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2
Meanwhile, heat olive oil over medium heat in a large skillet. Add onion, rosemary and sugar; cook over moderately low heat about 30 minutes until onions are caramelized. Season with salt and pepper.
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3
Meanwhile, in a large saucepan, bring the water to a boil. Whisk in the polenta and 1 teaspoon of salt. Cook over very low heat, stirring frequently, until cooked, about 30 minutes. Stir in butter.
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4
Add squash, walnuts, onion mixture, mozzarella and 1/2 of the Parmesan cheese to the Polenta. Pour polenta mixture into 2 greased 9-inch cake pans. Refrigerate polenta until firm, at least 2 hours.
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5
Meanwhile, make Salsa. Heat a large skillet over high heat. Add 1 Tbl olive oil, tomatoes, red onion and cook until charred all over, about 3-5 minutes, turning frequently. Remove from heat; chop the vegetables. Stir in garlic, olives, anchovies, vinegar, basil and the remaining oil. Season with salt and pepper.
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6
To Serve: Preheat oven to 375. Sprinkle Polenta with the remaining Parmesan cheese. Bake about 45 minutes, until the top is browned. Let stand 5-10 minutes before cutting it into pie shaped wedges. Serve with Salsa Rustica.