Preheat oven to 350 degrees. With a knife, carefully poke several slits all over each spaghetti squash. Coat each squash with olive oil.
Place the whole squash onto a baking dish. Bake for 1 hour. Cool until you can handle the spaghetti squash. Slice each squash in half and scoop out the seeds with a spoon. Shred the flesh of each squash half with a fork.
Salt and pepper the squash to taste. Top each half with 6 meatballs. Evenly divide the sauce and pour over the meatballs.
Evenly sprinkle the cheese over the top of each squash.
Return to the oven, and bake until the squash is heated through and the cheese is melted, about 20 minutes. If using frozen meatballs, your cooking time will be longer.