Plus: Ultimate Holiday Guide Delicious, Quick Side Dishes
Preheat the oven to 400°. Butter a shallow 10-by-15-inch baking dish. Season the squash with salt and pepper and set the halves on a rimmed baking sheet, cut side down. Bake the squash for 35 minutes, or until just tender. Let cool slightly, then peel and cut into 1/2-inch dice.
On 2 large rimmed baking sheets, toast the bread until dry and just crisp, about 10 minutes. Let cool completely. Reduce the oven temperature to 350°.
Meanwhile, melt the butter in a medium skillet. Add the leeks and garlic and cook over moderately high heat for 2 minutes. Reduce the heat to moderately low and cook, stirring occasionally, until softened, about 20 minutes.
In a large bowl, whisk the eggs. Whisk in the milk, cream, thyme, nutmeg and 1 1/2 teaspoons of salt and 1 teaspoon of pepper. Add the bread cubes and let stand for 15 minutes. Gently fold in the squash and leeks and transfer to the prepared baking dish. Bake for 1 hour, or until browned on top and just set. Let rest for 15 minutes before serving.
The bread pudding can be prepared earlier in the day and reheated.