Trim off the neck of the squash (it should be about 15cm long), then peel it and cut in half lengthwise. (Reserve the round base to use in soups or other recipes.) Put the squash halves in a lidded pan along with the butter, orange juice, thyme sprigs and stock, and season well. Cover and bring to a simmer over a medium heat and cook for 25-30 mins until the squash is just tender. Drain, reserving the liquid, and allow to cool.

Roll the puff pastry out on a lightly floured surface into a large, 1/2cm-thick rectangle. Cut the rectangle into four equal pieces (around 20 x 15cm) – they should be large enough to fit one butternut squash half on top, with a good amount of space around it. Put the pastry pieces on a tray and chill in the fridge.

Meanwhile, fry the mushrooms in a dry frying pan over a medium-high heat until they’ve released their liquid and are beginning to brown, about 6-8 mins. Add the spinach and fry until wilted, about 1-2 mins. Scatter in the thyme leaves, season well, then add the walnuts. Cook for 1 min until lightly toasted but not burned. Tip the mixture into a bowl, crumble in the blue cheese and stir. Leave to cool.

Heat the oven to 200C/180C fan/gas 6. Remove the pastry rectangles from the fridge and put two on a baking tray. Divide a third of the mushroom mix between them and top each with a squash half. Pack the remaining mushroom mix around the squash tightly, mostly on top. Brush the exposed pastry around the squash with some of the beaten egg, then cover the squash with the other pastry rectangle, pressing down firmly or crimping the edges with a fork to seal it. Brush the tops with the rest of the egg and bake for 35-40 mins until the pastry is golden and the squash is warmed through.

Mix 3 tsp of the reserved squash cooking liquid with the cornflour in a small bowl. Strain the thyme sprigs from the remaining cooking liquid and bring it to a simmer, then remove from the heat and whisk in the cornflour paste. Return to the heat and simmer until thick, then spoon the sauce over the wellingtons to serve.