Preheat the oven to 400 degrees F (200 degrees C). Line a baking sheet with aluminum foil.

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Cut stem off the end of spaghetti squash using a sharp knife. Cut the squash in half lengthwise and scrape out the seeds. Brush the inside with olive oil and sprinkle with salt and pepper.

Bake in the preheated oven until soft, about 45 minutes. Scrape cooked flesh out into a bowl and set aside. Return spaghetti squash shells to the baking sheet.

Place bacon in a large skillet and cook over medium-high heat, turning occasionally, until evenly browned, 5 to 6 minutes. Drain bacon slices on paper towels.

Add mushrooms and garlic to the skillet and cook for 4 to 5 minutes. Add in the cooked bacon and spinach. Stir until spinach is wilted, 2 to 3 minutes. Add mushroom mixture to the bowl of squash. Mix in sour cream, salt, and pepper. Stir until filling is evenly combined.

Spoon filling back into the squash shells. Sprinkle each half with 1 tablespoon blue cheese. Return to the oven and bake until cheese is melted and squash is heated through, 4 to 5 minutes.