Preheat the oven to 400°F (200°C). Prepare a baking sheet lined with aluminum foil.
Cut the butternut squash in half lengthwise and use a large spoon to remove the seeds.
Brush the cut side of the squash with olive oil and place it cut side down on the baking sheet.
Place the squash into the oven and roast for 20 minutes. Remove the squash from the oven, flip it over and carefully crack an egg into each hole. Season with salt, black pepper and nutmeg, then return to the oven and roast for a further 20 minutes.
Once cooked, remove from the oven, garnish with chopped pecans and serve.
