Preheat oven to 375 degrees F (190 degrees C). Line a baking sheet with aluminum foil and lightly grease foil.
Cut the top off the squash using a serrated knife and scoop out seeds. Lightly salt the inside of squash. Place squash, cut-side down, onto the prepared baking sheet.
Bake in the preheated oven until tender, about 1 hour.
Cook and stir sausage, celery, mushrooms, and onion in a skillet over medium heat until sausage is browned and vegetables are tender, 10 to 15 minutes; drain excess grease.
Combine sour cream, Parmesan cheese, egg, and 1/4 teaspoon salt in a bowl. Stir sausage mixture into sour cream mixture.
Scoop the meat from the inside of squash, being careful not to tear the skin. Mash squash meat in a bowl.
Spoon some of the sausage mixture into the hollowed squash, making a ring. Spoon a ring of mashed squash over sausage mixture. Continue layering until all the sausage mixture and mashed squash are used.
Bake in the oven until heated through, 20 to 25 minutes.
