Preheat the oven to 425 degrees F. Put the squash and potatoes on a baking sheet. Brush the squash with half of the oil and toss the sweet potatoes with the other half, then sprinkle with salt and pepper. Turn the squash and sweet potatoes flesh-side down on the baking sheet and poke the skin of the squash all over with a fork. Roast until the squash flesh is very soft and golden brown and the potatoes are cooked through when poked with a knife, 1 hour 10 minutes to 1 hour 30 minutes.
Turn the oven to broil. Scoop out the flesh of the sweet potatoes and put it in a bowl (discard the skins). Scoop the flesh out of the squash, leaving a 1/2-inch border of flesh around the edges, and add it to the bowl along with the heavy cream, butter, 2 teaspoons salt and a few grinds of black pepper. Mash with a potato masher until it is smooth, creamy and resembles mashed potatoes. Put the squash skins back on the baking sheet and divide the filling evenly between the cavities. Top with the goat cheese, then broil until the cheese is bubbly and just beginning to turn brown, 1 to 2 minutes. Sprinkle the scallions and pepitas over tops before serving.
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