Cut the squash in half lengthwise. (Note 1) With a spoon, scoop out and discard the seeds. Drizzle the oil over the cut side of the squash and season with salt and pepper.
Place the squash cut-side down on a parchment-lined baking sheet. Bake for 30-40 minutes until tender and the squash separates into strands when scraped with a fork.
Meanwhile, in a non-stick skillet over medium heat, cook the pancetta until browned and crisp, about 5-6 minutes. Drain the pancetta on a paper towel-lined plate. Remove the excess fat from the skillet, leaving about 2 teaspoons in the pan.
Turn the heat to medium-low. Add the shallot and cook until softened, approx. 2-3 minutes.
Add the creamed spinach and the cheese. Stir until the cheese is melted. If the spinach mixture seems thick, add the heavy cream to loosen. Season to taste with salt, pepper, and freshly ground nutmeg.
Spoon the spinach mixture into the squash boats. Top with the pancetta and serve.
Notes
Use a sharp knife to cut the squash. Insert the point of the knife into the middle of the flesh and cut downwards towards the base of the squash. Rotate the squash and repeat this to cut the other half, cutting towards the stem of the squash. You will now have two halves.
To store, cool completely. Cover tightly and refrigerate for up to 3 days.
To reheat in the oven, wrap in aluminum foil and place on a sheet pan. Heat in a 350-degree oven until warmed through.