Preheat the oven to 375°F (190°C). Trim the ends of the spaghetti squash and cut it in half lengthwise (hot dog style). Use a spoon to scoop out and discard the seeds.
Brush or rub 1–2 tablespoons oil onto the cut flesh of each squash half and sprinkle with sea salt. Place cut-side down on a baking sheet and roast on the center rack for 40–55 minutes, until the flesh is tender and easily separates into strands; 35–40 minutes for al dente, 45–55 minutes for softer strands.
While the squash roasts, heat 1–2 tablespoons oil in a large skillet over medium heat. Add the chopped onion and sauté until softened, about 5 minutes.
Add the chopped chicken and minced garlic to the skillet in an even layer. Cook 5–6 minutes, stirring occasionally, until the chicken is cooked through and lightly golden.
Stir in the paprika and red pepper flakes (if using), then add the canned coconut milk and drained sun-dried tomatoes. Bring to a boil, then simmer, stirring occasionally, until the sauce thickens to a creamy, alfredo-like consistency, about 10–15 minutes.
Add the baby spinach to the skillet and cover for 2–3 minutes, until wilted. Stir the wilted spinach into the sauce.
When the squash is cool enough to handle, use a fork to scrape out the spaghetti-like strands and transfer them to the skillet. Toss gently to coat the squash strands with the sauce. Taste and adjust sea salt and add a squeeze of lemon juice if desired.
Serve in bowls and enjoy.