Preheat oven to 400. Place squash halves on a large baking sheet. Drizzle with 1 Tablespoon olive oil. Bake in the oven for 1 hour or until tender. Remove from the oven and allow to cool to the touch. Meanwhile, place the sausage in a large skillet over medium heat. Cook until sausage is browned. Place on a paper-towel-lined plate to drain. Add 1 Tablespoon of olive oil to the skillet. Add in celery and onion. Saute for 4-5 minutes. Add in cranberries and walnuts. Cook for 2-3 minutes. Add in garlic. Cook for 1 minute more. Then add back in sausage along with the rice, sage, thyme, salt, pepper, and rosemary. Cook for 3-4 minutes until warmed through. Pour mixture into a large mixing bowl. Using a spoon, scrape out the squash, making sure to keep the shell intact. Add the squash to the stuffing mixture and stir well. Add in cheese. Scoop stuffing back into shells. (About 1 cup of stuffing should fill each half.) Sprinkle with more Parmesan cheese. Place stuffed squash back onto the baking sheet and bake in the oven for 15-minutes until warmed through and cheese has melted and browned. Remove from the oven and sprinkle with fresh parsley. Serve.