Preheat oven to 400. Cut your squash lengthwise in half and scoop out and discard seeds. Oil a pan, place squash cut-side down and roast for about an hour or until tender. Let cool and then scoop out flesh. (Can be done ahead and refrigerated.)
Decrease oven heat to 350. Grease and flour a pie plate, and knock out any excess.
In a food processor, finely crush cookies and almonds. Place in a bowl; add in butter and sugar and mix to combine. Press into prepared pie plate (bottom and sides) and bake for 8 minutes; let cool.
Rinse out inside of food processor; combine all the filling ingredients. Process until smooth.
Pour filling into cooled crust. Bake in center of oven for about an hour or until puffed and center is still a little wobbly. Let cool on a rack. Serve at room temp or chilled.