Preheat oven to 350°F Generously coat a 3-quart baking dish with cooking spray.
Combine water, salt and cornmeal in dish, mixing well (the mixture will separate). Bake, uncovered, 40 minutes. Remove from oven; stir in pumpkin, sour cream, pepper, nutmeg and half the cheeses. Bake 10 minutes.
Remove from oven, top with remaining cheese, and place under the broiler for a few minutes, until top is brown and bubbly. Let stand 5 minutes before serving.