Preheat oven to 350°F. Halve squash lengthwise. Remove seeds and strings. Place the squash, cut sides down, in a greased 3-quart rectangular baking dish. Cover lightly with foil. Bake for 30 minutes.
Meanwhile, stir together vegetable oil spread, sage, salt, nutmeg, and pepper. Carefully cut the squash into 3 slices each. Brush the herb mixture over the cut sides of the squash. Cover and bake about 20 minutes more or until tender. Sprinkle with Parmesan.