Step 1Cut a thin slice off the rounded bottom of each squash so it sits upright. Slice off the flat top of each and, using a melon baller or spoon, hollow out the center, leaving about a half-inch shell. Discard the squash pulp. Set the shells aside.
Step 2Bring a large pot of salted water to a boil. Wash the spinach well, drain and place in the boiling water. Cover and cook until just wilted, 2 to 3 minutes. Drain and rinse the spinach under cold water to cool down quickly. Drain again and squeeze dry with paper towels to remove as much moisture as possible. Coarsely chop the spinach and place in a bowl. Add the garlic and nutmeg, and the cayenne, salt and pepper to taste. Stir in the eggs and cheese and mix well.
Step 3Arrange the squash, hollowed-out side down, in a steamer basket set over simmering water. Cover and steam 5 minutes. Remove and drain on paper towels. Cool 10 minutes and pat dry. Spoon the filling into each squash, mounding it slightly. Place the squash in the steamer basket and steam until the filling is set and the squash are tender, about 8 minutes. These may be served hot or cold.