Heat oven to 450F.
Arrange squash on baking sheet and dress with a liberal drizzle of EVOO. Season with salt, pepper and a little freshly grated nutmeg. Roast 25-30 minutes, until very tender and brown at edges, turning once.
Pat hens dry and arrange on baking sheet with rim. Combine thyme, zest, fennel or coriander and paprika. Drizzle hens with oil and season with salt, pepper and spice blend. Roast 35 minutes or until juices run clear.
Meanwhile, melt 4 tablespoons butter in a large skillet over medium heat. Add celery, onions, apples, then season with salt and pepper. Cook 6-7 minutes and add cranberries, cider and 1 cup chicken stock. Simmer 5 minutes more then combine with bread and turn off heat. Gently combine roast squash with stuffing. Stuffing should be slightly moist but not gummy, add a little extra stock of necessary. Turn off heat.
In small sauce pot melt remaining butter and whisk in flour. Cook 1 minute then whisk in stock, salt, pepper, marmalade and Worcestershire. Add any pan drippings from hens.
Serve hens with large portion of squash-stuffing and gravy on top.