Pre-cook the spaghetti squash and let cool.
For the butter: Chop a large bundle of sage and 1 small shallot and add to a half a stick of softened butter. Finish with a teaspoon of lemon zest.
For the figs: Preheat a cast-iron skillet to 450º, sprinkle a little sugar onto the bottom and place halved figs cut side up in skillet. Sprinkle a little more sugar on top. Return to the oven and broil for about 10 minutes, until figs begin to caramelize and turn brown. Remove from the oven and sprinkle with good-quality balsamic vinegar and fresh sage. Remove from the pan.
The mixture: Scoop out the squash into a bowl and mix your herb butter in (using your hands works best to evenly incorporate the herb butter), adding salt and pepper to taste. Fold in the caramelized figs. Return to the shells and top with feta cheese (you can drizzle more balsamic now, too, if desired). Return to a 350º oven to heat through, turning the broiler on for the last few minutes to brown the feta. Serve with cast-iron-blasted Brussels sprouts (use the iron skillet after you have finished your figs) and a salad and you have a perfect winter meal.