Cut squash in half lengthwise; remove seeds and any fibrous material from center of squash. Cut squash into smaller pieces and place in a shallow baking dish; cover tightly. Bake at 350° for 1 hour and 15 minutes or until tender.
Remove squash from baking dish. Remove pulp from squash; discard skin. Mash pulp well using a fork. Drain thoroughly.
Combine mashed squash, butter, sugar, 1 teaspoon cinnamon, 1 teaspoon nutmeg, and rind in a large Dutch oven. Cook over medium heat 45 minutes or until thickened, stirring frequently. Add milk and egg, stirring well. Cook 10 minutes, stirring frequently.
Spoon squash mixture into twelve lightly greased 6-ounce custard cups. Sprinkle with additional spices, if desired. Bake at 325° for 20 minutes.