Preheat the oven to 350° F. Line a baking sheet with parchment paper.
Wash and half the delicata squashes. Remove the seeds and insides with a spoon. Drizzle on half of the olive oil, rub it all over the flesh part of the squash. Sprinkle with salt and pepper.
Place the squash halves, face up, on the baking sheet and cook for 30-35 minutes, until fork tender.
Heat a large skillet over medium heat and add remaining olive oil. Crumble the sausage into the skillet and cook until almost done, about 5 minutes. Add the onions and garlic and saute for 2 minutes until soft and fragrant. Add the herbs, stir, and continue to cook another 2 minutes.
Add in the kale, apples, and walnuts. Cook until just softened, about 2 minutes.
Remove from heat, stir in the cranberries, and season the mixture to taste with salt and pepper.
When the squash is done, remove it from the oven and turn the oven to broil.
Spoon the sausage mixture evenly into the squash halves and place them back onto the baking sheet. Broil for about 3 minutes, until the tops are browned.