Cut pumpkins in half, scrape out seeds and pulp. Rub all exposed pumpkin flesh with butter.
Dice apple and onion, crumble bread, and chop sage. Combine all ingredients in a large bowl and mix thoroughly, kneading together. Divide into four and fill each pumpkin half. Place filled pumpkins into a baking dish with 1/2 inch water, cover with tin foil, and cook at 375 for 1 hour or until pumpkin flesh is soft and meat is cooked through. Remove from oven, cover with cheese, and serve in shallow bowl as juices may leak when eating.