THE EASY WAY: Wash outside of fruit, cut in half, scrape out seeds (save for roasting into snacks) and that stringy stuff, place halves face down on a cookie sheet.
Bake at 300 (or so) until "meat" is tender; discard shells/skin.
Use meat as called for in pie or cake recipe.
OR mash or blend meat until very smooth (add a bit of water), heat in a soup pot, and then ladle into clean HOT jars, seal with canning lids, and process in hot water bath or pressure cooker. Label & use for pie filling or cake recipes.
THE HARD WAY: Cut fruit into spears, remove seeds & stringy fibers, then using a paring knife or peeler, remove skins. Cut into large chunks and cook down in a soup pot to make pie filling or roast with other autumn vegetables (balsamic vinegar & sea salt make a nice marinade!).