Preheat Oven: Heat the oven to 400°F so it’s ready to roast everything quickly and evenly.
Toss the Veggies: Add the diced bell peppers, squash, and diced potatoes and onion mixture to a large bowl. Drizzle with 1 tablespoon olive oil and stir until everything looks lightly coated.
Start Roasting the Vegetables: Line a rimmed baking sheet with aluminum foil and spread the vegetables out in an even layer. Bake at 400°F for 10 minutes to give the veggies a head start.
Butter the Salmon: Line a second baking sheet with foil and place the salmon fillets on it. Spread about 2 tablespoons of the lemon herb finishing butter over the tops of the fillets.
Bake the Salmon and Finish the Veggies: After the veggies have roasted for 10 minutes, put the salmon pan in the oven too. Continue baking until the salmon flakes easily, about 15 minutes, and the vegetables are tender and starting to brown, about 20 to 25 minutes total for the vegetables.
Mix the Pecan Caper Relish: While everything bakes, stir the red wine vinegar and capers in a small bowl. Drizzle in 2 tablespoons olive oil, then mix in the chopped shallot, parsley, and pecans until it becomes a chunky, spoonable relish.
Add Bacon to the Bake: When the vegetables come out of the oven, sprinkle the cooked crumbled bacon over the hot vegetables so it warms through.
Finish the Potato Squash Bake: Transfer the roasted vegetables to a serving bowl. Add the remaining 2 tablespoons lemon herb finishing butter and toss until it melts and coats everything.
Serve: Plate the salmon and spoon the pecan caper relish over the top. Serve with the buttery potato squash bake on the side.