Preheat oven to 350 degrees.
Cut bottom of squash and cut squash in half lengthwise. Remove seeds.
Place squash, cut sides down, in a large rimmed baking dish. Pour water into dish around squash halves, until half way up the sides of the squash
Bake for 45 minutes, or until flesh is fork tender.
Remove squash from oven and turn oven up to 375 degrees. Let cool for 10 minutes.
Scoop out flesh of the squash, being careful to leave shell of squash intact, and mix with butter, salt, pepper and cheese.
Scoop mixture back into one half of the squash. Sprinkle with more cheese and return to oven.
Bake for 20 minutes, or until cheese is golden and melted.