It is important to try to cut your vegetables to a similar size, especially the potatoes and squash, to ensure they bake evenly.
I like to add my onion mid-way through baking (as I wrote in the directions above), because I like my onions to still have a touch of crunch. You can add the onions at the beginning of the baking, but they will be softer, and some of the smaller bits of onion may begin to char slightly towards the end of baking.