Preheat your oven to 400 degrees Fahrenheit. Line a baking sheet with parchment paper or foil for easy cleanup.
Carefully cut the acorn squash in half lengthwise. Using a spoon, scoop out and discard the seeds and stringy bits from the center of each half.
Rub the cut sides and skin of each squash half with olive oil, then sprinkle evenly with salt and black pepper.
Place the squash halves cut-side down on the prepared baking sheet. Add about 1/4 cup of water to the baking sheet (around the squash, not on top of it). This creates steam, which is the secret to getting that perfectly tender flesh without drying out.
Bake for 30 minutes.
While the squash bakes, prepare the filling. In a small bowl, combine the chopped walnuts or pecans with maple syrup and melted butter. Stir well to ensure the nuts are fully coated.
After 30 minutes, carefully remove the baking sheet from the oven. Flip the squash halves so they are now cut-side up.
Divide the nut mixture evenly between the two squash cavities, spooning it in. Return the baking sheet to the oven and continue baking for another 15-20 minutes, or until the squash is fork-tender and the nut filling is bubbling, caramelized, and sticky. The nuts will get a delightful crunch as the syrup bakes onto them.
Remove from the oven. Immediately top each squash half with crumbled blue cheese. The residual heat will slightly soften the cheese, releasing its rich flavor.
Garnish with fresh thyme sprigs if desired, and serve warm.
Notes
Adding water to the baking sheet creates steam for perfectly tender squash.