For the squash: Preheat the oven to 400 degrees F.
Divide 3 of the squash lengthwise and remove the seeds. Place the 6 squash halves cut-side up in a large, high-sided ovenproof skillet or pot (you may need to do this in batches or two pots). Sprinkle the cut sides all over with salt, then pour the milk into the cavities, filling halfway. Pour water into the pot until it reaches halfway up the sides of the squash. Carefully place in the oven and roast uncovered until fork-tender, 35 to 40 minutes.
Meanwhile, peel, seed and dice the remaining squash. Place in a roasting pan along with the olive oil and a pinch of salt. Toss and roast until fork-tender, 15 to 20 minutes.
For the risotto: Add the olive oil to a large skillet over medium heat. Add the onions and saute until they are translucent, about 2 minutes. Add the rice and stir to coat with the olive oil and onion mixture. Add the white wine and stir until the liquid has absorbed, about 5 minutes. Add the broth, 1/2 cup at a time, and stir until all the liquid has absorbed before adding another 1/2 cup. (This process will take approximately 25 minutes and the risotto will become creamy from the starch releasing.) When all of the liquid has been added and absorbed, stir in the Parmesan and the roasted, diced squash. Season to taste with salt and pepper. (If the risotto seems too dry, just add some more broth).
Stuff the roasted squash halves with the risotto and serve.