For roasted garlic oil, preheat oven to 375°F. Peel garlic cloves and place in a baking dish.
Cover with oil, stir to coat, and cover dish. Bake until garlic cloves are golden, about 40 minutes. Let cool.
Toss squash with 3 tbsp garlic oil and season lightly. Bake squash, covered for 15 minutes at 375°F, then uncover and reduce temperature to 350°F, and bake until tender, about 20 more minutes.
Toss cooled squash with diced red pepper, sliced fennel, sage and lemon zest. Season to taste.
To assemble tart, increase oven temperature back to 375°F.
Spread out 1 sheet of filo (keeping other sheets covered). Brush lightly with garlic oil and lay another sheet over.
Continue layering remaining filo sheets, brushing with garlic oil between each layer. Fold filo in half lengthwise and gently lift and place in an ungreased rectangle (4-x- 10 inch) removable-bottom tart pan.
Spoon squash filling into tart shell and crumble feta over. Bake for 20-25 minutes, until filo is a rich brown.
Serve tart warm or at room temperature.