If it's what I think it is, it's a winter squash....so just hack it up into chunks and bake it as you would acorn ot butter nut squash.
Linda C

Banana squash is the only squash I use to make "pumpkin" pie.

This is one of my favorite winter squash. Very smooth grained and easy to cook. Makes wonderful squash pies.

We usually put a chunk into a piece of heavy foil, butter and put brown sugar on it, seal it up and bake it at 400 degrees until soft. No water, no mess, no clean up.

I also sometimes stuff it and other winter squash with a good bulk pork sausage with chopped tart apples, brown sugar etc. mixed in. If I need to stretch the sausage, add in some cooked brown rice. Wrap and bake until squash is soft. Then open the foil and place back into the over for 10 - 15 min. until the sausage stuffing is browned on top. This is a favorite of my husband's.