Preheat the oven to 400 degrees F. Line a baking sheet with parchment or foil.
Slice the spaghetti squash in half width-wise, right down the center. Scrape out the seeds (I like to use a grapefruit spoon for this) and place it on a baking sheet. Spritz or brush it with olive oil and sprinkle with salt and pepper.
Roast the squash for 30 to 35 minutes, or until the strands easily scrape away from the sides.
While the squash is roasting, toss together the cheeses in a bowl. In another bowl, stir together the breadcrumbs.
Use a fork to scrape the strands of the squash. Pour 2 to 3 tablespoons of milk or cream into each squash, then 2 to 3 tablespoons of cheese. Stir with your fork to toss and mix everything together, making sure the cheese is dispersed. Sprinkle the top with the remaining cheese and the breadcrumbs.
Return the squash to the oven and bake for another 10 to 15 minutes or so, until the cheese is melty and bubbly.
Remove from the oven and serve immediately.