Preheat the oven to 350 degrees. Cut each acorn squash in half lengthwise (through the stem). Scoop out seeds and fibers.
Place the squash halves cut side down in a baking pan. Bake 40 minutes.
While the squash are baking, grate one teaspoon of the orange zest. Halve the orange and squeeze the juice. You will need 3 tablespoons of juice. In a bowl, combine the orange zest, juice, cranberries and sugar. Turn the squash cut side up. Fill each half with the cranberry mixture. Top with a slice of butter. Bake 15 minutes or until the squash are tender when pierced with a fork. Serve hot.