Place squash, cut side down, in a large shallow baking dish and fill with water to come ½ inch up the sides. Bake until tender when pierced with a knife, about 40 minutes.
Turn the squash cut side up and place in a clean baking dish.
In a small bowl, cream together butter, brown sugar, cinnamon, and orange zest and juice; mix in the nuts. Divide the butter mixture evenly among the squash cavities. Continue baking, uncovered, until lightly browned, about 20 minutes longer. Serve hot.