Preheat the oven to 350F. Slice the top off the sugar pumpkin, like you would if you were carving a Jack-o-lantern, and scoop out the seeds. Drizzle the inside with oil and sprinkle with salt and pepper. Put it on a parchment or foil-lined baking sheet and put it into the oven while you prepare the stuffing.
In a bowl, toss the bread, cheese, garlic, bacon, thyme, half & half, some salt and pepper and a pinch of nutmeg. Remove the pumpkin from the oven (if you put it in) and stuff the bread mixture into it, letting it overflow a bit, drizzling any cream in the bottom of the bowl over top. Put the lid on and put the pumpkin back into the oven for about an hour.
Remove the lid and bake for another half hour, until the pumpkin is soft and slumped over, and the top is golden and crispy. To serve, scoop out the soft pumpkin with the filling.