Preheat oven to 375 degrees F. Brush cut sides of squash evenly with 2 teaspoons of the olive oil. Sprinkle with the 1/4 teaspoon salt and 1/4 teaspoon of the pepper. Place cut sides up on a large baking sheet. Roast for 30 minutes.
Meanwhile, in a large nonstick skillet heat the remaining 1 teaspoon olive oil over medium heat. Add sausage, onion, and garlic. Cook about 10 minutes or until sausage is browned and onion is tender, stirring to break sausage apart. Add kale, raisins, and broth; stir to combine. Cover; cook for 8 to 10 minutes or until kale is wilted, stirring occasionally. Remove from heat. Stir in cheese and the remaining 1/4 teaspoon pepper.
Spoon sausage mixture evenly into squash halves. In a small bowl stir together walnuts, bread crumbs, and nutmeg. Sprinkle evenly over sausage mixture. Bake for 10 minutes or until squash is tender and topping is golden.