Preheat oven to 400°F (200°C).
Place squash halves cut-side down on a baking sheet lined with parchment paper.
Roast for 35 minutes or until the flesh is tender when pierced with a fork.
While squash roasts, combine cottage cheese, maple syrup, cinnamon, nutmeg, and vanilla in a small bowl.
Remove squash from oven and flip over so the cavity is facing up.
Distribute the cottage cheese mixture evenly between the squash cavities.
Top with chopped walnuts.
Return to oven for 10 minutes until the filling is warm.
Serve warm.