Alice, you and I are on the same page.
To figure out how to roast winter squash seeds without dealing with the nastiness of shelling them (since I am not one who enjoys the 'fiber' of the shells) remains a mystery.
There are some varieties of squash (rather large fruits) that are grown just for the low-/no-fiber seeds, and the flesh, not tasty, is discarded.
The only solution I can come up with is to grow squash myself. There are varieties with 'n a k e d' or 'hulless' seeds. Here's one that talks about Baby Bear Pumpkin - http://davesgarden.com/guides/pf/go/91409/
See also the Austrian Oil Seed and Lady Godiva "pumpkins" at http://www.thelostseed.com.au/page38.htm
Have fun with this! Hope your climate supports this kind of 'farming.'