Toast the baguette. Arrange the baguette slices in a single layer on a baking sheet. Bake until the tops are crisp but the bread is still pale, about 7 minutes. Transfer to a rack to cool.

Prepare the pumpkin. Cut a 3-inch-diameter circle around the stem of the pumpkin to create a lid. Remove the lid and set aside. Scrape out the seeds and any loose fibers from inside the pumpkin with a spoon. Reserve the seeds for roasting, if desired.

Make the cheese mixture. In a bowl, whisk together the cream, broth, nutmeg, 1 teaspoon salt, and ½ teaspoon pepper. In a separate bowl, combine the Gruyère and Emmental cheeses.

Fill the pumpkin. Arrange a layer of toasted baguette slices in the bottom of the pumpkin. Cover with about 1 cup of the grated cheese and approximately ½ cup of the cream mixture. Repeat the layers, finishing with cheese and cream. The filling should come to about ½ inch from the top. You may have some bread and cream mixture left over.

Prepare for roasting. Replace the pumpkin lid and place the pumpkin in an oiled roasting pan. Brush the outside of the pumpkin all over with olive oil.

Roast. Bake until the pumpkin is tender and the filling is puffed, approximately 1¼ to 1½ hours. Cooking time will vary depending on the pumpkin's size and thickness. Check the pumpkin for tenderness and avoid overbaking until the shell collapses.

Serve. Carefully remove the pumpkin from the oven. Scoop out portions of the tender pumpkin flesh along with the warm, melted cheese and bread mixture. Serve immediately while the filling is creamy and warm.