Butternut Squash Steaks au Poivre

Name: Butternut Squash Steaks au Poivre
Ingredients: One neck of a 3 1/4-pound butternut squash, peeled and cut lengthwise into 4 steaks; 2 tablespoons extra-virgin olive oil, plus more for brushing; Kosher salt; Coarsely cracked black pepper; 1 tablespoon unsalted butter; 1 large shallot, thinly sliced; 1 garlic clove, very finely chopped; 1 thyme sprig; 1/4 cup brandy; 1 1/4 cups low-sodium vegetable broth; 1/2 teaspoon sweet paprika; 2 tablespoons Greek yogurt; Chopped parsley, for garnish