Preheat the oven to 350 degrees F.
Brush the cut side of each acorn squash with the butter and sprinkle with salt and pepper. Place squash, cut-side down, on a baking sheet and bake until almost tender, about 30 minutes.
While the squash is baking, combine the orange juice, brown sugar, allspice, and cinnamon in a medium saucepan. Cook over high heat until reduced to 1 cup, stirring often.
Preheat the grill to medium-high. Place the squash, cut side up, on the grill, and brush with the orange glaze. Cook for 5 minutes, turn over with tongs, and grill for 5 more minutes, or until tender and glaze is caramelized. Remove from the grill and brush with more of the glaze. Serve warm.