Preheat oven to 375 degrees Fahrenheit.
Cut the squash in half and remove the seeds.
Add a small amount of water (1/8" - 1/4") to a shallow baking dish and place the squash, cut side down, in the pan.
Bake for 30-40 minutes.
Add cranberries, apple cider, cinnamon, brown sugar and nutmeg to a medium sauce pan and place on low heat. Cover and cook until cranberries begin to pop and break down.
Mix the cornstarch with 1 tablespoon of warm water and stir to make a slurry.
Add the slurry to the cranberry mixture and stir until thickened.
Add the apples and pecans and stir to combine. Remove from heat.
Remove the acorn squash from the oven,
Drain the water and return the squash to pan, cut side up.
Fill with the apple cranberry mixture and bake another 30 minutes.