Pre-heat oven to 400°F and line a baking sheet with parchment paper.
Poke a few holes in rind of spaghetti squash with a fork; cut squash in half lengthwise; scoop out seeds.
Drizzle inside of squash with olive oil and sprinkle with salt and pepper.
Place cut side down on baking sheet and roast until fork tender, 45 – 60 minutes.
While squash bakes, steam the broccoli until bright green and just fork tender; drain and set aside.
In a medium saucepan, over medium heat, melt butter; whisk in flour and cook 1 minute; gradually whisk in milk and cook until thickened, about 5 minutes; season with salt and pepper and remove from heat.
Working in batches, whisk in cheddar cheese until melted; set aside.
When spaghetti squash is cool enough to handle, scrape flesh out with a fork into strands.
Using a clean kitchen towel, squeeze out as much liquid as you can.
Place in a large bowl and use a fork to fluff strands.
Add broccoli and cheese sauce and stir to combine.
Transfer to an 8 x 8-inch baking dish.
Top with bread crumbs and spray lightly with cooking oil.
Reduce oven to 375°F and bake until bubbly and bread crumbs are golden brown, about 30 minutes.
