Prep: Cook rice according to package directions. Preheat oven to 400 degrees F.
Roast Acorn Squash: Slice the squash in half. Scoop out the seeds, leaving a hollow cavity in the middle of each half. Rub with olive oil, salt, and pepper. Place cut side down on a baking sheet and roast 30 minutes.
Make the Filling: Cook ground lamb, with a dash of salt and pepper, in a nonstick skillet or dutch oven over medium heat until done and browned through. Set aside. Wipe out the dutch oven, if using. Add 2 TBSP olive oil or butter, and add the diced onion and sautee over medium heat until it begins to soften. Add the garlic and celery with a pinch of salt and pepper, and the sage and thyme. Cook, stirring, until the celery is crisp tender. Add the apples, cranberries, and cooked rice and stir to combine. Add the meat last. Taste, and add more seasoning as desired.
Assemble + Finish Baking: Spoon the mixture into the hollowed out space in each of the squash halves, filling all the way full. Place the squash back on the baking sheet (right side up), sprinkle with parmesan (if using) and bake for 5-7 more minutes, until the cheese is melted.
Serve + Store: Enjoy immediately! Serve as a main dish as is, or slice each in half to be used as a side.
Make Ahead Tips: Store leftovers, tightly covered, in the fridge for up to 5 days.