1. Preheat oven to 450°.
2. Combine squash, 2 teaspoons oil, salt, cumin, and coriander. Place in a single, uncrowded layer on a baking sheet coated with cooking spray; bake at 450° for 20-25 minutes, turning once.
3. Place nuts in a dry skillet over medium-high heat. Cook, stirring frequently, 3 minutes or until lightly browned. Transfer to a plate.
4. Simmer broth and water in a medium saucepan (do not boil). Keep warm over low heat.
5. Heat 1 tablespoon oil in a large saucepan over medium heat. Add onion; cook, stirring occasionally, 6 minutes or until golden brown. Add rice; cook 2 minutes, stirring constantly. Add broth, 1/2 cup at a time, stirring constantly until each portion of broth is absorbed before adding the next (about 30 minutes total).
6. Remove pot from heat; stir in squash, cheese, and nuts. Season generously with pepper and additional salt, if desired.