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For the tomatoes: Heat the oven to 500 degrees F.
Arrange the tomatoes on a baking sheet or baking sheets in a single layer. Scatter the garlic among the tomatoes, dress with extra-virgin olive oil to coat and season with salt and pepper. Roast the tomatoes until they burst and skins split and begin to char, about 30 minutes. Cool the tomatoes until cool enough to handle and peel. Place the tomatoes in a bowl.
For the marinara: Heat the extra-virgin olive oil in a medium pot over medium heat. Add the anchovies and stir until they melt into the oil. Add the sliced onions, chile, garlic, marjoram, and cover and cook to soften the onions, 10 to 15 minutes or until very sweet and soft. Add the tomato paste and stir 1 minute, then add the wine and stir a minute more. Stir in the prepared stock, prepared roasted tomatoes, parsley, and basil and simmer over medium heat 10 to 15 minutes more to combine flavors. Cool and store the sauce for a make-ahead meal.
On the night you serve this meal heat the oven to 450 degrees F and cover a baking sheet with foil. Split the squash in half and scoop out the seeds, then season with salt and pepper and place cut-side down on baking sheet or sheets. Roast the squash 45 to 60 minutes, until very tender. Once the squash has been roasting 30 minutes, reheat the sauce over medium heat to a bubble, then reduce the heat to low and keep it warm. Turn the roasted squash over and shred each half with a fork turning the flesh into what looks like a yellow boat filled with spaghetti, drizzle the hot squash with a little extra-virgin olive oil and adjust the seasoning, top with lots of marinara and garnish with shredded cheese. Serve each "boat" on a platter and eat the squash and sauce right from the skin of the squash.