1. Preheat oven to 375°.
2. Place squash in a 2-quart baking dish coated with cooking spray. Lightly coat squash with cooking spray. Sprinkle squash with salt and pepper; toss well. Bake at 375° for 30 minutes or until tender.
3. Melt butter in a Dutch oven over medium heat. Add shallots and garlic to pan; cook 3 minutes, stirring occasionally. Add squash and broth to pan; bring to a boil, and cook 2 minutes. Stir in buttermilk. Reduce heat, and cook 2 minutes, stirring constantly. Place one-third of squash mixture in a blender. Remove center piece of blender lid (to allow steam to escape); secure blender lid on blender. Place a clean towel over opening in blender lid (to avoid splatters). Blend until smooth. Pour into a large bowl. Repeat procedure with remaining squash mixture. Sprinkle with parsley.