Using a large, sharp knife, pierce a spaghetti squash in several places. Place the spaghetti squash in a glass baking dish and cook in the microwave on HIGH for about 15 minutes, turning the squash halfway through cooking.
Before handling let the squash stand for 10 minutes. Cut in half lengthwise and scrape out the seeds and fibers.
Using a fork, twist out strands of the spaghetti squash flesh and place in a large bowl. Toss with the olive oil. Let stand at room temperature. Save the shells of the squash for stuffing later.
Preheat the broiler.
Set a medium nonstick skillet over medium-high heat. Lightly coat with cooking spray. Squeeze the sausage out of the casings into the skillet. Cook the sausage, breaking up with a wooden spoon, until cooked through. Transfer the sausage to a bowl lined with paper towel.
Turn the heat to medium. In the same skillet, melt the butter. Add the white and light green parts of the green onion. Cook until starting to soften, 2 to 3 minutes.
Add the parsley, sage, marjoram, thyme and nutmeg, and cook for 1 minute.
Transfer the sausage and parsley mixture to the bowl with the spaghetti squash. Toss to combine. Season to taste with salt and pepper.
Scoop the spaghetti squash mixture into the reserved shells and top each with 2 tablespoons of Parmesan cheese.
Place the stuffed spaghetti squash onto a baking sheet and place under the broiler until the cheese is melted, 1 to 2 minutes.