For the dressing: Combine the sherry vinegar, Dijon mustard, salt, and pepper in a small bowl. Whisk in olive oil until combined and emulsified. Set aside.
Steam the brown rice according to package directions. Typically, one cup of raw rice will yield about two cups of cooked.The steamed rice should yield separate grains that are soft but retain a slightly chewy texture
Meanwhile, roast the delicata squash. Cut the squash lengthwise into quarters. Remove the seeds and membrane. Lightly brush with olive oil and roast at 350° F for about 30 minutes until tender and lightly browned. Cool slightly and dice to desired size. There is no need to peel the skin as it cooks up soft and tender.
Combine the diced celery, red onion, and parsley in a3-quart mixing bowl. Add the still warm, steamed rice and stir to incorporate the chopped vegetables. Add the diced squash and about three-quarters of the dressing. Stir to combine. Taste and add more dressing, salt and/or pepper as needed.
Serve at room temperature or refrigerate until ready to serve.