You don't really need to peel them. The skin, although quite brittle when raw, goes quite soft when it's cooked. If you're using it in a soup, you may see tiny flecks of skin if you don't peel it, but that's an aesthetic thing, it won't hurt you. I never peel my butternut squash. I just cut it into lumps and roast it, or chuck some lumps in with a Pasta-n-Sauce while it's cooking, etc, and eat it skin and all.