Preheat the oven to 400º.
Cut the squash in half lengthwise, and scoop out the seeds. Brush the inside with olive oil, and sprinkle with black pepper and sea salt.
Place the squash halves face-down (ie, skin-side up) on a baking sheet lined with foil or parchment paper, and bake them in the oven for 40-60 minutes. You'll know that they're done when you can easily pierce the flesh with a fork.
Scrape out the insides of the squash with a fork. If you've never prepared spaghetti squash like this before, it requires a kind of fluffing motion - you'll figure it out :D
In a metal mixing bowl, combine the egg yolks, parmesan, plenty of fresh cracked black pepper, and a sprinkle of sea salt. Rest the bowl over a pot of gently boiling water and immediately add the squash and bacon.
Stir it immediately and regularly, while keeping the heat steady to prevent the eggs from congealing (this might require lifting the bowl off the steam if it seems like it's getting too hot).
Once the sauce is smooth and creamy, remove the bowl from the heat and immediately transfer it to another bowl (otherwise it will keep cooking). Top with more grated parmesan and black pepper, and serve!