Preheat oven to 375ºF and lightly coat a large baking sheet with cooking spray.
Cut squash in half horizontally; discard seeds. Place the squash cut-side down on the prepared baking sheet and bake until tender (about 45 minutes).
While the squash bakes, lightly coat a large skillet with cooking spray and heat over medium heat. Add sausage and cook until lightly browned, stirring and breaking up with a wooden spoon.
Add onion and bell pepper and cook, stirring often, until softened. Stir in garlic, chili powder and cumin and cook for an additional 30 seconds. Stir in tomatoes, beans, salt, pepper and hot sauce. Cover, reduce heat and simmer about 10-12 minutes or until tomatoes are broken down.
When the squash are tender, reduce the oven temperature to 325º. Fill the squash halves with the sausage mixture. Top with cheese.
Place the halves back on the baking sheet and bake 8-10 minutes.