Preheat oven to 350°. Toast Brazil nuts on a rimmed baking sheet, tossing once, until golden brown, 10–12 minutes. Let cool.

Toss squash and oil in an 8×8″ baking dish; roast until squash is fork-tender, 30–40 minutes. Let cool, then strain oil into a small bowl; set squash aside. Whisk vinegar, lime juice, and 3 Tbsp. squash oil in another small bowl. Season vinaigrette with salt and pepper.

Purée Brazil nuts, garlic, lime zest, 1 cup cilantro, and remaining squash oil in a food processor until smooth. Season pesto with salt and pepper.

Toss radishes, scallions, shallot, black rice, vinaigrette, reserved squash, and remaining ½ cup cilantro in a large bowl; season with salt and pepper. Drizzle some pesto over salad. (Save any extra pesto and stir into yogurt or labneh or serve with cheese and crackers.)

Do Ahead: Kabocha squash can be cooked 1 day ahead. Keep in oil; cover and chill.