Preheat the oven to 400°F. Line a baking sheet with parchment paper or lightly grease a baking dish.
Cut a small slice from the top and bottom of each acorn squash so they sit flat. Slice each squash in half lengthwise and scoop out the seeds.
Brush the cut sides of each squash with olive oil and season generously with salt and pepper. Place the squash cut-side up on the prepared baking sheet.
Bake for 40 to 60 minutes, depending on the size of the squash, until fork tender but still holding its shape.
While the squash bakes, cook the ground sausage in a large skillet over medium heat for about 5 minutes or until browned. Transfer the sausage to a paper towel-lined plate to drain, leaving about 1 tablespoon of the drippings in the skillet. If needed, add a little olive oil.
Add the chopped onion and celery to the skillet and cook for 2 to 3 minutes, until they begin to soften.
Stir in the diced apples and cook for another 2 minutes, until slightly softened.
Add the balsamic vinegar, dried sage, panko breadcrumbs, and ¾ cup of the Parmesan cheese. Stir until everything is well combined and the cheese begins to melt.
Remove the squash from the oven and fill each half generously with the sausage mixture.
Return the stuffed squash to the oven and bake for an additional 15 to 20 minutes, until heated through.
Sprinkle the remaining Parmesan cheese over the tops and serve warm.
Notes
The baking time will vary depending on the size of your acorn squash. It should be tender enough to pierce easily with a fork while still holding its shape.
If the stuffing seems dry, add a splash of chicken broth before filling the squash.