To prepare sauce, combine the first 6 ingredients; cover and chill.
Preheat oven to 375°.
To prepare purses, arrange the squash and bell pepper halves in a single layer on a baking sheet coated with cooking spray; coat the vegetables with cooking spray. Sprinkle evenly with 1/4 teaspoon salt and 1/4 teaspoon black pepper. Bake at 375° for 40 minutes or until squash is tender, stirring after 20 minutes. Cool slightly. Thinly slice bell pepper halves, and set aside.
Reduce oven temperature to 350°.
Cook cumin seeds in a large nonstick skillet over medium heat 1 minute or until toasted and fragrant. Add oil to pan; increase heat to medium-high heat. Add leek and poblanos; sauté 8 minutes or until leek is tender. Cool slightly.
Combine squash, bell peppers, leek mixture, remaining 1/4 teaspoon salt, remaining 1/4 teaspoon black pepper, 2 tablespoons cilantro, and artichokes, tossing gently.
Place 1 phyllo sheet on a large cutting board or work surface (cover remaining dough to prevent drying); lightly coat with cooking spray. Top with another phyllo sheet; lightly coat with cooking spray. Gently press 2 phyllo sheets together. Spoon about 1 1/4 cups squash mixture into center of phyllo stack; top with 3 tablespoons cheese. Gather 4 corners of phyllo, and crimp and twist to seal, forming a purse. Lightly coat purse with cooking spray; place on a baking sheet. Repeat procedure with remaining phyllo, squash mixture, and cheese to form 8 purses. Bake at 350° for 30 minutes or until phyllo is browned and crisp. Serve with sauce.