Preheat oven to 220°C. Halve kumara lengthways and score flesh in a criss-cross pattern. Place on a baking tray cut-side up, drizzle with olive oil and season with salt and pepper. Bake for 15 minutes or until flesh is tender (test with a knife tip).
Mix smoked paprika, dried herbs and other spices together. Heat a good drizzle of oil in a large frying pan on medium heat. Cook onion with a good pinch of salt until soft. Add garlic, spice mixture and another drizzle of oil, and continue cooking for about 2 more minutes.
When kumara is ready, remove from oven and switch to grill. Using a teaspoon, carefully scoop out most of the kumara flesh (being careful not to tear the skin) and place in a bowl.
Add cooked onion mixture, parsley and 1 cup of cheese to kumara flesh. Gently toss to combine. Season to taste with salt and pepper.
Loosely fill kumara skins with the mixture. Sprinkle over remaining cheese and grill for 2-3 minutes until cheese is golden and bubbling.
Serve scattered with chopped chives or other herb. If you like, you could also serve with little dollops of salsa, guacamole and sour cream (or chipotle sour cream).