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Heat oven to 200C/180C fan/gas 6. Cut the aubergines in half lengthways, leaving the stem in place (this can be removed when eating). Using a small sharp knife, scoop out the inner flesh leaving a shell about 1cm thick. Chop the flesh and put into a bowl.
Peel the pumpkin or squash, remove the seeds, then cut into 1-2cm dice and mix with the chopped aubergine and red onion. Mix in the cumin, garlic and 2 tbsp oil and toss together with some salt and black pepper. Lay on a baking tray lined with parchment paper. Rub 1 tbsp oil over the aubergine halves and season. Place, cut-side down, on another tray lined with parchment paper. Bake for 15-20 mins, until the pumpkin and aubergine shells are almost cooked through.
Tip the pumpkin mixture back into the bowl and stir through the mixed herbs, feta and walnuts. Turn over the aubergine halves, then pile up the mixture inside. Drizzle with the remaining 1 tbsp oil and bake for 20 mins, at which point the pumpkin will be fully cooked. If it starts to colour too much, cover loosely with foil.
Meanwhile, make the courgette salad. Top and tail the courgettes, then slice very thinly into wide ribbons. Toss with the zest, juice of half the lemon and the oil. Leave for 10 mins to let the courgettes soften a little.
To serve, toss the herbs through the courgettes and cut the remaining lemon half into wedges. Place an aubergine half on each plate, pile up the salad beside it and serve with a lemon wedge.