Preheat the oven to 350F. Cut the spaghetti squash in half across and place cut side down on baking dish filled with 2 cups of water. Bake for about 35 minutes for al dente (having slight crunch) and 45 minutes for softer strands. Start checking at 35 minutes and bake until the desired texture is achieved. Remember, everyone’s oven is different so baking times will vary slightly.
Remove spaghetti squash from the oven and carefully transfer to a platter and let cool until it can be handled comfortably. Using a large fork, pull off the long ‘spaghetti-like’ strands. Set aside in a large bowl.
Heat the oil over medium-high heat in a large sauté pan. Add the garlic, anchovies, basil, parsley, thyme and capers and saute, frequently stirring, for 1 minute. Add the pureed tomatoes, stir and bring to boil. Reduce the temperature to medium-low and allow the sauce to simmer, uncovered, for about 5-7 minutes, until the sauce has thickened a little. You may simmer a little longer if you like a thicker sauce.
Season the sauce with salt and pepper to taste. Add the halved cherry tomatoes, gently stir and continue simmering for another minute, until the tomatoes have softened a little.
Drain the squash as it will be releasing quite a bit of it. Pour the sauce over the spaghetti squash and toss to combine. Serve immediately topped with freshly grated Parmesan cheese.