For the squash: Prick the squash all over with a fork. Place on a plate and microwave, flipping halfway through, until cooked through, 10 to 15 minutes. Let cool until easy to handle.
Cut off the squash stem, then cut the squash in half lengthwise and use a spoon to scoop the flesh into a large bowl, discarding the seeds and leaving about 1/4 inch of flesh within the skin to help maintain its shape. Level off the squash halves so they rest without tilting by cutting a tiny slice off each skin side. Place on a baking sheet, flesh-side up.
Add the rice, bocconcini, raisins, walnuts, a pinch of salt and a few grinds of pepper to the bowl with the scooped squash and mix well to combine.
For the sausage: Add the olive oil, onions, sausage, curry powder, thyme and salt and pepper to taste to a large pan over medium-high heat. Cook, breaking up the sausage into small crumbles, until the sausage is cooked through, 5 to 10 minutes. Add to the bowl with the squash and stir to combine.
Preheat the oven to 350 degrees F. Fill the hollowed squash halves with the mixture and roast it until the cheese melts and the tops are golden brown, about 15 minutes. Sprinkle with the cilantro, drizzle over some olive oil and serve warm.