Trim stem end of squash, slice in half, lengthwise. Remove seeds and stringy mass around the seeds.
Coat each piece with vegetable oil, sprinkle some coarse salt on a baking pan. Place squash pieces cut-side down, on a baking pan.
Roast at 190ºC (390ºF) in preheated oven, rack in the middle, with fan turned on, for 40-45 minutes.
Remove from the oven, let it completely cool off. Gently move each piece to prevent it from sticking to the pan as it cools off.
Stuffing
Add dates and Mosto Cotto to a small glass bowl, cover with plastic film, microwave for about a minute. Set aside, let the dates steep in the juices, using knife poke a little vent hole in a plastic film.
In a medium size saucepan, over medium heat (6 out of 10) cook the bacon for about 5 minutes, stir occasionally.
Add cut onions and salt, cook another 5 minutes, stir occasionally.
Stir in dates, Mosto Cotto and dry thyme. Remove from heat and let cool off while preparing the rest of stuffing.
Remove last remaining stringy bits from the squash cavity. Using a spoon gently scrape off soft squash, expanding a cavity to about 50% of the surface area. Be careful not to dig to deep or close to the edge and make a hole.
Add scraped squash bits to food processor together with date mixture, egg yolk and bread crumbs. Pulse and grind to small pieces but not paste. Taste for saltines and adjust accordingly, add cracked pepper.
Spoon the stuffing into the each cavity. Refrigerate if you plan to serve at the later time or proceed with the next step if you want to serve it today.
Final Roasting
Place squash in a baking pan, stuffed side facing up. Roast at 200ºC (390ºF) in preheated oven, rack in the middle, for 20 minutes.
Roast the walnuts in a medium size frying pan, over medium heat (5 out of 10), stir frequently to make sure they don’t burn.
Take the squash out of oven, let cool slightly.
Coarsely chop roasted walnuts together with fresh thyme, sprinkle over squash, press gently to have pieces imbedded. Let cool another 5-10 minutes.
Cut each squash piece in half, lengthwise, making 1/4 squash wedges, serve warm.