[khelashi]

Slice bottom off (just a little) to stand straight. Cut top off.
Hollow out (not too thin!), fill with grated cheese and cream and/or wine (I used homemade apple wine - delicious!), season with herbs, nutmeg, salt (depends on how salty the cheese is) and pepper, put the top back on as a lid, put on a baking tray and bake for approx. 45 min (until pumpkin is soft - it all depends on the size). I've made this also with no dairy cheese for people with dairy intolerance, works just as well! ;-)
Serve with homemade bread to dip, like a cheese fondue, and wine. Preferably homemade wine. ;-)
Tastiest meal ever!!

[Yorkie]

Looks lovely 

Presumably you use the scooped out flesh in another dish?

[mumofstig]

Isn't it just the seeds you'd be scooping out to make the cavity 

[khelashi]

It's mostly seeds and a tiny bit of flesh, you can use it for any side dish or freeze it or pickle it if you have enough. I leave a lot of flesh on it though and scrape it out with the spoon, soaked in cheese....