Cut squash in half horizontally. Place squash in a steamer basket over boiling water. Cover and steam for 6 to 8 minutes (until tender but not soft). Let cool and then scoop out seeds and pulp using a spoon. Discard seeds.
Make pimento cheese. (Can be done in advance.) In a medium bowl, combine cheese, mayonnaise, onion, pimentos, and cayenne pepper. Stir to mix well.
Preheat oven to 350 degrees.
Place squash, cut side up on a baking sheet.
Sprinkle cut sides of squash with salt and pepper.
Fill each squash cavity with pimento cheese.
In a small bowl, stir together panko crumbs, melted butter, and parsley.
Sprinkle panko crumb mixture on top of squash.
Bake for 12-15 minutes, until cheese is warm and melted.
Broil for 1 to 2 minutes to lightly brown the panko crumbs.
Be sure to drain the pimentos well. I like to gently squeeze them between a few paper towels.