For the beets, peel, slice, and coat with olive oil. Place on medium-hot grill for 20 minutes, turning occasionally to keep from burning.
For the squash, peel, remove seeds and slice into 1/2" slices. Place in mixing bowl and add olive oil, sugar, salt, black pepper, chipotle, and cayenne pepper. Toss to coat.
Grill butternut for 10 minutes, or until tender.
Remove beets and butternut from grill and allow to cool. Cut each into smaller pieces, then place in serving bowl. Add thyme and olive oil and toss to distribute. Sprinkle with finishing salt and bleu cheese crumbles and serve.