Preheat oven to 400ºF.
Brush cut sides of squash with 1 Tablespoon melted butter and sprinkle with salt. Place face down on a parchment-lined baking sheet and bake until tender and browned on the edges, about 20-25 minutes.
Meanwhile, melt remaining 2 tablespoons of butter in a skillet over medium heat. Add chopped mushrooms and Marsala and cook until mushrooms are reduced, about 4-5 minutes. Transfer to plate and set aside.
Add the sausage to the skillet, crumbling it with a wooden spoon. Cook the sausage for 8 to 10 minutes, stirring frequently, until it’s completely browned. Return the chopped mushrooms to the skillet. Stir in the shallot, salt, and pepper and cook for another 2 to 3 minutes, stirring occasionally. Add the garlic and cook for another minute. Add the bread crumbs, stirring to combine. Add cream cheese, stirring continually until it has combined with the other ingredients.
Carefully turn squash face up and fill each squash with the sausage mixture. Top with Parmesan cheese and return to over to bake for 10 minutes. Remove from oven, sprinkle each stuffed squash with minced parsley and serve hot.