Preheat the oven to 400°. Halve the squash lengthwise and sprinkle with 1/8 tsp of the salt and pepper. Place on a baking sheet, cover loosely with aluminum foil, and bake for 50-60 minutes or until tender. Scoop the squash from the shells and transfer the pulp to a food processor or blender. Set aside; discard the shells.
In a small saucepan, heat the oil over moderate heat. Add the shallots and sauté, stirring, for 3 minutes or until softened. Add the wine and cook, uncovered, for 2 minutes or until reduced to 2 tablespoons. Stir in the stock, milk, and remaining 1/8 tsp each of salt and pepper. Add the mixture to the food processor with the squash; whirl until puréed, working in batches if necessary.
Divide half of the soup among four 1 1/2 cup ovenproof bowls or baking dishes. Place a slice of bread on top of each portion, then sprinkle each with 2 tablespoons of the cheese. Top with the remaining soup and sprinkle with the remaining cheese. Set the bowls on a baking sheet and bake the soup for 25 minutes or until bubbling. If you like, run the soup briefly under a preheated broiler to brown the cheese, then sprinkle with chives if desired.
Makes 4 1 1/2 cup servings.