Preheat the oven to 400°F (200°C).
Prepare the vegetables: chop the kale, cube the butternut squash, halve the Brussels sprouts, slice the red onion, and prepare the carrots.
In a large bowl, toss the butternut squash, Brussels sprouts, red onion, and carrots with 2 tablespoons of olive oil, salt, and pepper.
Spread the vegetables on a baking sheet in a single layer.
Roast the vegetables for 25-30 minutes, stirring halfway through until they are tender and golden brown.
While the vegetables are roasting, massage the kale with 1 tablespoon of olive oil.
Once roasted, remove the vegetables from the oven and let them cool slightly.
In a large bowl, combine the massaged kale, roasted vegetables, feta cheese, and walnuts.
Drizzle with balsamic vinegar and toss gently to combine.
Serve the salad warm or at room temperature, garnished with extra feta and walnuts if desired.