1. Preheat oven to 400 degrees.
2. Cut squash in half. Remove seeds and place halves in shallow baking pan.
3. Combine orange juice and honey. Mix well. Put some of the orange juice/honey mixture in each squash cavity.
4. Add 1 Tablespoon of the margarine to each squash half. Sprinkle with nutmeg, if desired.
5. Cover pan with aluminium foil to keep steam in and speed cooking.
6. Bake 30 minutes. Remove foil and continue baking 30 minutes more, or until squash is tender.