Preheat oven to 425º F.
Place squash halves in a 9 x 13-in baking dish.
Pour water around the squash halves, enough to cover the bottom of the baking dish by 1/8 inch.
Season each squash half with salt, pepper and nutmeg.
In a small bowl, whisk together orange zest, juice, maple syrup, ginger, cayenne pepper and a pinch of salt.
Place one tablespoon of mixture into the cavity of each squash half. Using a pastry brush, brush mixture over squash.
Cover baking pan with aluminum foil.
Bake 30 minutes.
Uncover, baste squash with any accumulated juices, and bake uncovered until squash is lightly glazed, about 10 minutes.