Preheat oven. Preheat the oven to 375 degrees Fahrenheit and line a cookie sheet with aluminum foil or parchment paper.
Cut squash. Using a large, sharp knife, cut the squash in half from the stem to the base, using both hands to rock the knife back and forth to cut through if necessary. Using a spoon, scoop out the seeds and pulp. Place the squash face up on the cutting board. If a squash half does not lie flat, slice a small piece off the bottom of the squash to help it lie flat.
Roast squash. Place squash on the lined cookie sheet, cut side up, and brush with olive oil. Sprinkle with the salt and pepper. Place in the oven and cook for 45 minutes.
Cook rice for stuffing. While the squash cooks, prepare the stuffing. In a 12-inch skillet, warm 1 tablespoon of olive oil over medium heat. Add the rice, 1/2 teaspoon salt, and ¼ teaspoon pepper and stir, allowing the rice to cook for a minute or two. Add the broth and bring to a simmer. Cover the rice with a lid and turn to low. Cook on low heat for 15 minutes, then turn the heat to the lowest setting and cook an additional 15 minutes more. Add an additional 2-3 tablespoons of broth and cook another 5-10 minutes if needed if the rice is not fully cooked through.
Brown sausage. While the rice is cooking, in a separate 12-inch skillet, brown the sausage over medium heat. Transfer cooked sausage to a large plate and set aside.
Cook veggies. Add onion, bell pepper, and celery to the skillet, cooking for 4-5 minutes. Stir in mushrooms, spinach, garlic, rosemary, thyme, and ¼ teaspoon salt and pepper and continue cooking until mushrooms and spinach are cooked down and the onion is translucent, about another 4-6 minutes.
Mix stuffing components together. When the rice is done cooking, stir the rice and sausage into the vegetable mixture. Taste the filling and add additional salt and pepper if desired.
Fill squash. When the squash finishes cooking, carefully remove it from the oven. Spoon filling into the squash, starting with ½ cup of filling in each squash, and generously spoon more filling into the squash until mounded.
Top with Parmesan and finish baking. Sprinkle 1-2 tablespoons of Parmesan over each squash and cook in the oven for an additional 15 minutes. Carefully remove from the oven, garnish with parsley if desired, and serve immediately.