Preheat the oven to 375 degrees F. Slice off the top 1 1/2 inches of the pumpkins and discard. Scoop out the seeds and stringy pulp.
Melt 2 tablespoons butter in a large skillet over medium heat. Add the onion, tomato, chile pepper, thyme and garlic and cook, stirring, until the onion is slightly tender, about 5 minutes. Stir in the scallions and collard greens, add 1 1/4 teaspoons salt and cook, stirring, until the greens are slightly tender, about 15 minutes. Stir in the evaporated milk and nutmeg and bring to a gentle boil. Stir in 2 tablespoons breadcrumbs, the cheddar cheese and the remaining 2 tablespoons butter and cook, stirring, until the cheese melts and the mixture thickens slightly, about 2 minutes. Put the pumpkins in a 9-by-13-inch baking dish and fill evenly with the collard greens mixture.
Toss the remaining 2 tablespoons breadcrumbs with the parmesan. Sprinkle over the filling. Add 1 inch of boiling water to the baking dish. Cover loosely with foil and bake until the pumpkins are tender, about 1 hour, 15 minutes. Remove the foil and continue baking until browned and bubbly on top, about 30 more minutes. Let cool 5 minutes, then scrape the pumpkin flesh and serve with the collards.