Preheat the oven to 400°F.
Brush olive oil on cut sides of acorn squash and season with salt and pepper.
Place the squash halves, skin-side down, onto a baking sheet and roast for 20 minutes, until tender. Remove from heat and set aside to cool.
While squash is baking, in a large saucepan over medium-high heat, heat oil. Add onions and garlic and sauté for 4 minutes, until onions are softened. Stir in carrots, parsnip, sweet potato, and butternut squash and cook for another 3 minutes.
Add red pepper, zucchini, chickpeas, stock (or water), crushed tomatoes, and olives and bring to a boil.
Reduce heat to medium-low and simmer, uncovered, for 15 minutes, until vegetables are tender. Stir in lentils and spices and cook for another 15 minutes.
Remove the stew from the heat and adjust seasoning to taste. Stir in parsley and cilantro. Add steamed rice, if using, to each squash half, ladle stew overtop, and serve.