Heat oven to 180C/160C fan/gas 4. Halve the butternut lengthways, scrape out and discard the pith and seeds, then put in a roasting tin, cut-side down. Roast in the oven for 1 hr 10 mins until completely soft. When it has 20 mins left, cook the pecans on a baking tray in the oven, then leave to cool. Scrape the flesh out of the butternut and purée in a food processor. Set both aside to cool. The purée and pecans can be prepared up to three days ahead.
For the pastry, blitz together the flour, butter and a pinch of salt in a food processor until it resembles coarse breadcrumbs. Add the egg and pulse until the pastry comes together. Wrap in cling film and chill for 2 hrs.
Heat oven to 200C/180C fan/gas 6. Butter and line a 20 x 30cm loose-bottomed baking tin. Roll out the pastry, then lift into the tin. Don’t worry if it falls apart a little, patch it up with your fingers and press down into the corners. Chill for 20 mins, then prick the base all over with a fork and bake for 10-12 mins until lightly coloured. Reduce oven to 180C/160C fan/gas 4.
Grind the pecans in a food processor, then tip into a large bowl with all the sponge filling ingredients and a pinch of salt. Beat with an electric whisk until well combined. Warm the marmalade, then spread over the pastry. Smooth the cake batter on top and bake for 20-25 mins. Leave to cool.
Mix the icing sugar with the cinnamon and enough water to make a thick drizzling consistency. Drizzle over the cake and scatter over the pecans. Once the icing is set, cut into 20 bars.