Roast the squash: Wash the squash. Cut in half lengthwise and scoop out the seeds. Slice into half-moons, about 1/4- to 1/2-inch thick. Place the slices in a bowl and drizzle with olive oil. Add the kosher salt and black pepper and stir to combine.
Line a baking sheet with parchment paper or a silicone mat; place the squash slices on the sheet in a single layer. Roast until tender and slightly browned, about 25 to 30 minutes, depending on the thickness.
Make the sauce: In a small bowl, mix the sour cream, Mexican hot sauce, soy sauce, garlic powder, and dill. Cool the fries for 2 to 3 minutes before serving; serve warm with dipping sauce.