Roast the squash. Preheat the oven to 425°F (218°C). Slice each butternut squash in half and scoop out the seeds and sticky stuff with a spoon. Place each squash half, cut side up, on a large baking sheet and rub each with a bit of the oil and season well with salt and pepper. Roast for 45-50 minutes, or until the flesh is fork tender and lightly browned.
Make the Creamy Lentil Filling. Heat the 1 tablespoon olive oil in a large frying pan over medium-high heat until hot. Add the onions and season with a pinch of salt and sauté for 8-9 minutes, stirring occasionally to prevent burning but not too often so that they can brown, or until most of the onions are browned. Add the garlic, sage and rosemary and cook for 2 minutes, stirring frequently to prevent burning. Add the tomato paste and stir to combine into all of the ingredients, and cook for 2-3 minutes.
Reduce heat to medium and pour in the red wine and deglaze the pan, stirring up any browned bits, until the liquid has evaporated and the smell of alcohol has dissipated, about 2-3 minutes.
Add the vegetable broth, along with the lentils, bay leaf, and paprika. Stir to combine and increase the heat to bring to a boil. Once boiling, reduce heat to maintain a rapid simmer, and simmer until the lentils are just tender and most of the liquid has been absorbed, about 30 minutes.
Reduce the heat to low. Add the tahini, miso, and balsamic vinegar, and stir until well incorporated. Taste for seasonings, adding about 1/2 to 1 teaspoon kosher salt and black pepper to taste. Set aside.
When the roasted squash is cool enough to handle, use a large spoon to scoop out the flesh from each squash half, leaving a ½ to ¾-inch -thick border around the sides and bottom.
Transfer 1 cup of the butternut squash flesh to a food processor (set aside the rest for another use, such as a risotto, pasta, oatmeal, or smoothie).
Reduce oven temperature to 350F° (175°C).
Stuff the lentil filling into each squash cavity. Add the stuffed squash halves to the oven and bake for 15 minutes, or until everything is warmed through.
Meanwhile, make the butternut tahini sauce. To the food processor with the 1 cup squash flesh, add the tahini, olive oil, salt and pepper to taste, and blend until smooth. Stream in the water or broth, scraping down the sides as you go, until you have a pourable but thick sauce.
To serve, drizzle the butternut tahini sauce on top of the stuffed baked squash. Garnish with chopped parsley, if desired.