Preheat oven to 400 degrees. Line a baking pan with non-stick foil.
If the skin is too tough to cut, place kabocha in the microwave for 1 to 2 minutes. Cut the squash in half.
Spoon out all the seeds. You can cut or peel the skin off before baking, but I found it easier to peel after baking.
Cut the squash into wedges. Lay the wedges on the prepared pan. Spray the wedges with non-stick cooking spray. Bake for 30 minutes. Flip the squash over. Spray with cooking spray. Bake for 10 to 15 minutes or until it is cooked. Let cool.
Once cooled, peel or cut off the skin with a knife. Normally Discard skin.
Measure out 2 cups of cooked squash, without the skin. Use the rest of the squash for another time.
To make pies:
Preheat oven to 425 degrees. Spray 4 ramekins with non-stick cooking spray. ( or put in a pie dish)
Add 2 cups of squash, without the skin, and the rest of the ingredients, except walnuts to the blender. Blend until smooth.
Pour mixture into ramekins. Bake for 15 minutes.
Reduce heat to 350 degrees. Remove ramekins from oven and evenly distribute the walnuts on top of each ramekin. Bake for an additional 25 minutes.