Preheat grill and prepare for indirect grilling. Peel potatoes, sweet potatoes and squash. Cut into 1 inch thick slices. Discard seeds and fibers from squash. Toss vegetables with oil, salt and pepper. In a small bowl combine butter and thyme. Place vegetables on grill away from direct heat. Close lid and cook for about 15 minutes. Turn and continue cooking for 15 more minutes. Turn again and brush with butter and thyme mixture. Coat all sides and continue cooking until vegetables are tender.