Preheat the oven to 180*.
Wash the squash, and cut it lengthwise. Scoop out the seeds.
Place on a baking tray for 1 hour, until it starts to soften.
Peel the onions and the dried cranberries. Chop the sage and the hazelnuts.
Cook the lentils according to pack instructions (mine are usually 15mn after the water starts to boil), and drain.
Heat the oil in a large frying pan, add the onions and sage and fry over a medium heat. Stir from time to time and when soften (about 10-15 minutes), add the drained lentils and the chopped cranberries.
Scoop out the flesh of the squash leaving a 1cm border. Chop the flesh and add to the pan. Mix well and season to taste.
Add the vegan cheese before piling the lentil mixture into the squash shells, and top with the chopped hazelnuts.
If making this a day ahead, leave the squash to cool down in the fridge after scooping out the flesh. Place the squash shells under the grill for 10mn to let the vegan cheese melt and reheat the squash. Serve with rocket leaves on top.