Preheat the oven to 425°. Brush the leek with 1 teaspoon of the olive oil and arrange on 1 side of a large baking sheet, cut side down. On the other side, toss the squash with 2 teaspoons of the olive oil. Season the vegetables with salt and pepper and roast for 20 minutes, or until golden and just tender. Cut the leek into 1-inch lengths.
Meanwhile, heat 1 tablespoon of the oil in a 14- to 16-inch paella pan or skillet. Season the chicken with salt and pepper; cook over moderate heat until golden, 10 minutes. Transfer to a plate. Add the onion and the remaining 2 tablespoons of oil to the pan; cook over low heat until softened. Add the chorizo, saffron and cayenne; cook over moderately high heat, stirring, for 2 minutes. Add the rice and 1 1/2 teaspoons of salt; cook, stirring, for 2 minutes. Stir in the stock, tomatoes, chard, leek and squash.
Nestle the chicken into the rice, skin side up. Simmer the paella over low heat for 5 minutes. Transfer to a 350° oven and bake for 30 minutes, or until the stock is absorbed, the rice is tender and the chicken is cooked through. Remove from the oven and cover with a towel; let stand for 10 minutes. Serve at once.
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