The Great Pumpkin
Heat a large, heavy sauté pan over medium heat and pour in the olive oil. When it’s hot, add the shallots, garlic, leek and jalapeño, and stir together for a minute before adding the salt, pimentón and ground fennel seeds. Cook until lightly caramelized, about 5 minutes. Add the carrots, pumpkin, tomato and fennel and cook for another 10 minutes or until the liquid has cooked out. Remove from heat and stir in the cheeses.
Place the squash shell on a baking sheet lined with foil or parchment. Rub the inside with a little olive oil and sprinkle with salt, and then carefully spoon the vegetable mixture into the cavity. You can fill it all the way up. Set the lid on top and place in the oven.
Bake for 60 to 75 minutes, or until a metal skewer slides in easily through the side. You want the squash to retain its shape, so don’t bake until it’s so soft that it collapses (although it will still taste good if you accidentally do this).
To serve, slice the squash into wedges and arrange any filling that falls off back on top.