Preheat the oven to 180oC/Gas Mark 4.
Cut the butternut squash in half lengthwise. Scoop out and discard the seeds, then put both halves on a baking tray, cut-side up. Drizzle the olive oil on top of each squash and rub around to coat. Bake for 60-75 minutes until the squash is cooked and fork tender.
Once baked, remove the squash from the oven. Let it cool enough so that you can handle it. Scoop out the flesh in the centre of both squash halves, leaving about a 2.5cm (1in) border all around. Set aside the scooped-out squash flesh and chop it up.
Prepare the stuffing while the squash is baking. In a large pan, heat the olive oil over a medium-high heat. When hot, sauté the carrots, celery, onion and garlic until the veggies soften and begin to brown.
Add the wild rice and veggie broth to the pan, give it a stir, then cover and bring to a simmer. Cook for 10 minutes. Now add the white rice to the pan, cover and continue to cook another 8-10 minutes until the rice absorbs the broth.
Add the walnuts, dried cranberries, sage, thyme, salt and pepper. When ready, add in the scooped out and chopped squash flesh. Stir well to combine.
Pack in as much of the stuffing into both sides of the squash as you can. Pick up one squash half and flip it on top of the other. Use kitchen string to tie up the squash in 3 or 4 places, holding it together.
When you are ready to bake, lightly brush the top with more olive oil. Bake for 20-35 minutes until hot all the way through. Season the top with cracked pepper and a sprinkle of chopped sage. The slices are tender and will easily fall apart; to help, hold them together with a wide spatula and carefully transfer them to the plate.