Preheat oven to 400 degrees F. Cut acorn squash in half (either lengthwise or crosswise, whichever is easiest depending on the shape of your squash; it’s also helpful to cut a sliver off the bottom so the squash sits flat), and scoop out seeds with a spoon. Place the squash, cut side up, on a baking sheet and drizzle lightly with olive oil. Bake for 25 minutes, until fork tender.
Meanwhile, heat a drizzle of olive oil in a pot or sauté pan that has a fitted lid. Add the onion and celery and sauté for about 5 minutes, until just tender. Add the quinoa, cranberries, herbs, and vegetable broth. Cover, bring to a boil over high heat, then reduce heat to low and cook until the quinoa is cooked through and has absorbed all the liquid, about 15-20 minutes. Stir in the pecans.
Spoon the quinoa mixture into the center of the squash halves (you might have extra, depending on the size of your squash) and sprinkle with feta cheese. Bake for another 5-10 minutes, until the cheese is slightly browned and everything is heated through.