Pre-heat the oven to 450˚F.
Arrange the squash on a baking sheet and dress with a liberal drizzle of EVOO. Season with salt, pepper and a little freshly grated nutmeg. Roast in the oven for 25-30 minutes, until very tender and brown at the edges, turning once.
Pat the hens dry and arrange on a baking sheet with a rim. Combine the thyme, orange zest, fennel or coriander and paprika. Drizzle the hens with EVOO and season with salt, pepper and the spice blend. Roast in the oven for 35 minutes, or until the juices run clear.
Meanwhile, melt 4 tablespoons butter in a large skillet over medium heat. Add the celery, onion and apples, then season with salt and pepper. Cook for 6-7 minutes, then add the cranberries, cider and 1 cup chicken stock. Simmer for 5 minutes more, then combine with the bread and turn off the heat. Gently combine the roast squash with the stuffing. The stuffing should be slightly moist but not gummy; add a little extra stock, if necessary. Turn off the heat.
In small saucepot, melt the remaining 2 tablespoons butter and whisk in the flour. Cook for 1 minute, then whisk in the remaining stock, salt, pepper, marmalade and Worcestershire sauce. Add any pan drippings from the hens.
Serve the hens with a large portion of squash-stuffing and gravy on top.