Preheat oven to 400 degrees F. Drizzle a shallow baking pan with oil. Cut squash in half lengthwise. Remove seeds. Sprinkle squash with 1 teaspoon chili powder and salt. Place halves cut sides down in pan. Bake 15 minutes. Add whole chile peppers to pan. Bake 10 to 15 minutes more or until squash is just tender. Remove and cover with foil; let stand 10 minutes or until cool enough to handle.
Scoop out squash flesh, leaving a 1/4-inch shells. Place halves in baking pan, cut sides up. Coarsely chop flesh; place in a large bowl. Stem, seed, and chop peppers; add to bowl. Stir in chorizo, raisins, cheese, and chopped oregano. Spoon into squash halves. Bake for 8 to 10 minutes or until heated through.