Preheat the oven to 400 F. Line a baking tray with parchment paper.
Trim the ends off the squash and cut it lengthwise (see notes for tips). Clean out the seeds and rub a pinch of sage, rosemary, thyme, and salt in each squash piece.
Place the squash, cut side down, on the tray, and bake for 20 minutes or until fork tender.
While the squash is baking, heat a large skillet over medium heat. Cook the leeks, celery, and mushrooms for 5-8 minutes until the mushrooms have released their moisture.
Add the minced garlic, sage, rosemary, and thyme and stir for 30 seconds.
Deglaze the skillet by adding the vegetable broth and stirring the bottom of the pan to remove any stuck-on vegetables.
Stir in the bulgur and adjust the temperature so the broth is simmering. Cover the pan and simmer until the liquid is absorbed (10-15 minutes).
When the squash is done, allow it to cool enough that you can handle it. Scoop or use a knife to remove the cooked squash flesh, leaving ¼ of an inch around the sides and bottom of the squash skin. Cube the squash flesh and add it to the stuffing.
Mix in the cranberries and walnuts. Then, stuff each squash skin with the filling.
Place the squash on the baking tray and return them to the oven to heat for an additional 10 minutes.
Cut them in half for 4 servings after baking.