Place wrapped squash, cut side down, in microwave; cook on high until squash is tender, 12 to 15 minutes. Leave squash wrapped while preparing filling.
Heat olive oil in a large skillet over medium heat; cook and stir red bell pepper, radish, leek, celery, jalapeno pepper, and garlic in the hot oil until softened, about 10 minutes. Add vegetable stock and rice; stir to combine. Cover and simmer until broth is absorbed and rice is tender, about 45 minutes.
Sprinkle greens into rice mixture; cover and simmer until greens are wilted, about 5 minutes. Add curry powder, curry paste, and walnuts to rice mixture; stir to combine.
Unwrap squash and set halves, cut sides up, into 4 soup bowls. Spoon about 2 tablespoons feta cheese into each squash half. Add a large scoop of rice mixture atop feta layer. Top rice mixture layer with any leftover feta.