Place squash halves, cut sides down, on a baking sheet coated with cooking spray. Bake at 375° for 45 minutes or until tender. Cool 30 minutes. Scoop out pulp, and mash with a potato masher or fork until smooth.
Reduce oven temperature to 325°.
Heat a large nonstick skillet over medium heat; coat pan with cooking spray. Melt butter in pan. Add leek; cover and cook 20 minutes or until tender, stirring once. Reduce heat to medium-low; uncover and cook 10 minutes or until lightly browned, stirring occasionally. Cool slightly.
Combine sugar and next 5 ingredients (through egg yolk) in a large bowl, stirring with a whisk. Add squash and leek; stir until well combined. Divide the squash mixture evenly among 6 (6-ounce) ramekins or custard cups coated with cooking spray. Place ramekins in a 13 x 9-inch baking pan; add hot water to pan to a depth of 1 inch. Cover pan with foil; bake at 325° for 25 minutes. Uncover and cook an additional 15 minutes or until a knife inserted in center comes out clean. Remove from oven, and place the ramekins on a baking sheet.
Sprinkle 2 teaspoons Parmesan cheese over each ramekin.
Broil gratins for 2 minutes or until cheese melts and begins to brown.