Preheat oven to 425 degrees (400 convection roast.
Slice the delicata squash in half lengthwise. Scrape the pulp and seeds out with a spoon. Set the halved squash on a baking pan or sheet.
To the bowl of a food processor, add the onion and apple. Pulse until finely minced. Using a fine sieve or cheese cloth, press the liquid from the onion/apple mixture. Add to a mixing bowl.
Add the walnuts, sage, parsley, and garlic to the processor. Pulse until finely chopped. Add to the mixing bowl.
Add the ground meat, egg, panko, and smoked paprika to the mixing bowl.
Using your hands (please!) thoroughly mix all ingredients together.
Press the mixture into each delicata squash half.
Place baking pan into the preheated oven. Roast until tender and browned on the edges, and the meat mixture is firm - about 25 minutes +/-.
While the squash is cooking, make the sauce. To a small saute pan over medium high heat, add the olive oil and minced shallot.
When the shallot is fragrant and soft, add the bourbon, and cook until liquid reduces by about half.
Add the apple cider, chicken broth, dijon mustard, and vinegar (if using).
Cook until mixture slightly is reduced - about 4 to 5 minutes.
Season with salt and several grinds of pepper.
Serve each stuffed squash half with a generous spoonful of the apple bourbon sauce. You can eat the skin!