1Heat oven to 350°. Cut squash in half; remove seeds and fibers. Place squash, cut sides up, in rectangular pan, 13 x 9 x 2 inches. Pour water into pan until 1/4 inch deep. Bake uncovered about 40 minutes or until tender. Cool; remove pulp from rind and set aside.
2Melt butter in heavy 3-quart saucepan over medium heat. Cook onion in butter 2 to 3 minutes, stirring occasionally, until crisp-tender. Stir in apples, thyme and basil. Cook 2 minutes, stirring constantly. Stir in broth. Heat to boiling; reduce heat to low. Simmer uncovered 30 minutes.
3Remove 1 cup apples with slotted spoon; set aside. Place one-third of the remaining apple mixture and squash in blender or food processor. Cover and blend on medium speed about 1 minute or until smooth; pour into bowl. Continue to blend in small batches until all the soup is pureed.
4Return blended mixture and 1 cup reserved apples to saucepan. Stir in half-and- half, nutmeg, salt and pepper; heat until hot.