Preheat the oven to 400 degrees F.
In a saucepan over medium high heat, add the wild rice and chicken broth. Bring to a boil, then cover and turn down heat to a low simmer. Let the rice cook for about 45 minutes, or until the liquid has absorbed and the rice is tender.
Cut the squash in half lengthwise and scoop out the seeds. Drizzle with a little olive oil and rub all around the cut side of the squash. Season with salt and pepper, then place the squash cut-side down on a parchment lined baking sheet.
Bake in the preheated oven for 30 minutes, or until the squash is softened slightly but still not quite fork tender. Remove squash from the oven and set aside.
While the rice and the squash are cooking, heat a separate saucepan over medium heat. Add the chopped pecans and cook while stirring occasionally until the nuts are golden and very aromatic. Remove the nuts from the pan and set aside. Wipe the pan clean.
Return the saucepan to medium heat and add the sausage. Cook over medium heat while stirring until the sausage is no longer pink. Transfer cooked sausage to a paper towel lined plate to drain.
Return the same pan to medium heat and add the butter, brown sugar, and chopped onions. Cook for about 10 minutes, or until the onions are lightly caramelized.
Add the celery and dried cranberries to the onions, cooking and stirring until the celery is translucent and tender. Finally, add the orange zest, orange juice, salt, and pepper and cook until the entire mixture is warm and well-combined.
Once the rice has finished cooking, add it to the onion mixture along with the cooked sausage and toasted pecans.
Flip the cooked squash so that they are now cut side up. Fill each squash with the wild rice mixture and return to the oven to bake for another 10-15 minutes, or until the squash is fork tender.
Remove from the oven and let cool slightly, then garnish with parsley and serve warm. Enjoy!