Preheat oven to 400°F. Spray a 13x9-inch baking dish with cooking spray or line a baking sheet with parchment paper or foil. Cut a thin slice from each end of squash to stabilize. Cut into two equal halves through the middle.
Use a tablespoon to scoop out seeds. Season each squash half with salt and black pepper, then drizzle with olive oil. Place cut-side down on pan. Bake for 40 minutes. (Pro Tip: You can also spray with cooking spray)
Make the Filling: In a large skillet melt butter over medium-high heat. Add onion, celery, salt, pepper, rosemary and thyme. Cook for 3 minutes or just until they're beginning to soften and turn brown.
To the skillet, add Italian sausage and garlic. Continue to cook over medium-high heat until no pink remains. Add apple simmer just until softened about 2-3 minutes.
Remove pan from the heat, stir in the bread crumbs, finely grated Parmesan cheese and 1 Tbsp parsley. Stir to combine.
Remove squash from oven and flip over. Divide filling among squash halves and sprinkle the tops with shredded Parmesan cheese.
Return to the oven baking for an additional 15-20 minutes or until squash is easily pierced with the tip of a knife. Sprinkle with shredded Parmesan in the last 5 minutes of baking.
Serve immediately garnished with reserved parsley.