Place squash, cut side down, in shallow baking pan. Pour a little water in pan. Bake in preheated moderate oven (35 F.) about 3 minutes. While squash in baking, make sausage balls.
Combine sausage, oats, salt, apple, onion, parsley and milk thoroughly. Shape to form 18 sausage balls. Brown lightly in small amount of shortening in large skillet. Remove squash from oven; turn cut side up. Season with salt and pepper. Place 3 sausage balls in center of each squash. Continue to bake about 4 minutes longer or until squash is tender
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