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Combine the wild rice blend and vegetable broth in a pot. Place a lid on the pot and bring the broth up to a boil over high heat. Once it reaches a boil, reduce the heat to low, and let the rice simmer for 45 minutes.
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Preheat the oven to 400ºF. Cut each acorn squash in half lengthwise and scoop out the seeds. Season the cut side of each squash with a pinch of salt and pepper. Place the squash on a parchment lined baking sheet, cut side down. Bake in the preheated oven for 20 minutes.
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While the rice is cooking and squash is baking, begin the rest of the filling. Dice an onion and add it to a deep skillet with the butter. Sauté the onion over medium heat until soft. While the onion is sautéing, finely chop the celery. Add the celery to the skillet and continue to sauté for a few minutes more.
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Core and dice the apple, then add it to the skillet, along with the sage, thyme, and another pinch of salt and pepper. Continue to sauté for a few minutes more, or just until the apple is slightly softened.
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When the wild rice is finished cooking, add it to the skillet with the onion, celery, and apples. Also add the walnuts, cranberries, and chopped parsley. Stir to combine.
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Turn the acorn squash over so the cut side is facing up (you can either leave them on the baking sheet or place them in a casserole dish). Fill the cavities in the squash with the wild rice mixture, it’s okay to overstuff them, and sprinkle with parmesan cheese. Return the stuffed squash to the oven and bake for an additional 20 minutes. Serve hot.