Cut each squash in half crosswise; remove and discard seeds. Place squash halves, cut side down, in a lightly greased 15- x 10- x 1-inch jellyroll pan. Bake, uncovered, at 350° for 35 minutes.
Scoop out pulp; discard shells. Mash pulp in a medium bowl. Add 1/2 cup pecans and next 5 ingredients; stir well. Spoon mixture evenly into 4 (6-ounce) lightly greased baking dishes. Top evenly with marshmallows and remaining 2 tablespoons chopped pecans. Bake, uncovered, at 350° for 15 minutes or until lightly browned.