Peel and cut the green plantain, ripe plantain, yautía, and kabocha squash into chunks and add them to a blender or food processor with the milk, achiote oil, lime juice, salt, and sazón. Blend until smooth, scraping down the sides as needed and working in batches if necessary.
Preheat the oven to 350°F. Line the bottom of a baking pan with a banana leaf and brush it evenly with achiote oil.
Spread a layer of the masa evenly over the banana leaf, about ¼ inch thick. Add the chicken filling in an even layer over the masa, then top with another ¼ inch thick layer of masa, spreading it evenly.
Brush one side of another banana leaf sheet with achiote oil and place it on top of the masa to cover it.
Place the baking pan inside a larger pan. Fill the larger pan with hot water until it reaches halfway up the sides of the baking pan to create a water bath. Cover the baking pan tightly with foil and bake for 45 minutes.
Let it cool for 10 minutes, then carefully remove the banana leaf, slice, and serve. Buen provecho!