Preheat oven to 350˚F. Grease a baking sheet with cooking spray lightly. Place squash halves, cut side up, on baking sheet. Bake for 40 to 45 minutes, until flesh is easily pierced with a fork. Remove from oven to cool and keep oven on.
Heat canola oil in a large skillet over medium heat. Once hot, add onion, cooking for 5 minutes until softened, stirring occasionally.
Stir in black beans, bell peppers, jalapeño, garlic, chili powder, paprika, cumin, cayenne, and salt. Cooking, stirring occasionally, for 5 more minutes. Remove from heat.
Shred the flesh of the squash away from the skin with a fork. Place the flesh on a cutting board. Reserve the skins.
Lightly chop the spaghetti squash into a smaller texture, more similar to rice. Add squash to a large bowl with the black bean mixture. Stir to combine.
Add squash mixture to the spaghetti squash skins. Top with cheese and place on baking sheet once again. Bake for about 5 minutes, until the cheese is melted. Top with avocado and cilantro. Serve immediately with hot sauce and salsa.