Preheat the oven to 375 degrees and line a large baking sheet with parchment. Scrub each acorn squash well, then pat dry and cut in half through the middle, or from the stem downwards. Scoop out the pulp and seeds. Brush or rub the flesh with olive oil and season with salt. Flip the squash over so the cut side is facing down on the parchment lined baking sheet. Roast the squashes in the preheated oven for 35-45 min until fork tender. Remove the squashes and reduce the oven temperature to 350 degrees.

While the squash roasts, heat a large skillet or pan over medium. While the pan comes to temperature, remove and discard the mushroom stems then add the caps and the pecans to a food processor. Pulse several times until very finely chopped. Set aside for now.

Add 2 tablespoons of olive oil to the pan. Once shimmering, add the minced shallot and cook until translucent, about 2 minutes. Add the chopped elery and fennel along with a big pinch of salt and cook until softened, about 3-5 minutes. Add the garlic, thyme, sage, nutmeg, and finely chopped mushroom/pecan mixture. Cook until the mixture is reduced by about half and the pan is starting to look dry, about 10-15 minutes, then stir in the rice, lentils, and broth. If the rice is cold or hard, break it into smaller pieces with your hands before adding it. If the stuffing mixture looks dry, add a splash or two more broth/water, then remove from heat. Taste and add more salt as needed. 

Carefully flip over the roasted squashes. Pack the seed cavity of each squash half with the cooked stuffing. Any extra stuffing can be served on the side. Bake the stuffed squashes for 10-15 minutes at 350 degrees until warmed through. 

If you want, you can garnish the top of each squash with a few thyme and/or sage leaves for color.