In a medium pot, combine 1 ½ cups wild rice, 3 ½ cups water, and 1 teaspoon kosher salt. Bring to a boil, then simmer for 45 to 50 minutes until tender. Let sit for 10 minutes before draining any extra liquid.
Preheat oven to 450°F. Wash the squash, then cut each in half and scoop out the seeds with a spoon. Rub each squash lightly with olive oil on both sides (about 1/2 tablespoon per squash), then lightly sprinkle with a pinch each of ground fennel, oregano, and chili powder, and kosher salt.
Place the squash halves cut side down on a baking sheet lined with parchment paper and bake for about 25 to 30 minutes, until tender when poked with a fork.
Mince the shallot and 3 cloves garlic. Cut 2 carrots into 1/4-inch pieces. Remove the stems from the kale and chop it into thin strips. Thinly slice the sage.
Melt 3 tablespoons butter over medium-high heat and stir constantly until it becomes brown, a few minutes. Once browned, lower the heat to medium and immediately add carrot, shallot and garlic; sauté until the carrot is soft, about 10 minutes. Add the sage and kale and sasautéute 2 more minutes. Add the rice and 1/2 cup sharp cheddar cheese, ½ teaspoon kosher salt and plenty of fresh ground black pepper. Remove from heat and spoon the rice mixture into the wells in the squash. Top with roasted pepitas.