1. Preheat the oven to 400 degrees F. Prepare a square baking pan with nonstick pan spray.
2. Place the squash cut side down in a baking pan. Bake for 20 minutes.
3. While the squash is baking, combine the apples, celery, onion, margarine, and 2 tablespoons water in a medium bowl; mix well.
4. Turn the squash cut sides up. Sprinkle with salt and pepper. Divide the apple mixture to fill the cavities of the squash. Bake the stuffed squash halves, covered with foil, for 30 minutes more. Serve hot.