1. Preheat the oven to 350°F. Cut the pumpkin stems down so that they are just 1 inch high, then cut the lids off the pumpkins, as you would for making a jack-o-lantern. Scoop out the seeds and scrape out any seeds attached to the top. (Discard or reserve the seeds for other uses.) Place the pumpkins in a large roasting pan and fill each one two-thirds full with hot water. Replace the pumpkin lids. Add enough hot water to the pan to have 1 inch of water around the pumpkins. Cover the pan completely and tightly with foil and bake for 60 minutes, or until the pumpkin flesh is fork-tender on the inside but the shell still holds its shape. Remove the pumpkins from the pan and carefully drain the water. Keep warm.
2. Heat 4 tablespoons of the butter in a large saucepan over medium heat and add the onion, garlic, carrot, and celery. Sauté until the onions start to become translucent. Add both types of mushrooms and thyme and cook the mixture for 15 minutes longer. Stir frequently. (The mushrooms will cook down and lose their moisture.) Set aside.
3. Combine the chipotle puree, chipotle chile, and cream in the container of a blender. Put the mixture into a saucepan, then add the stock and Marsala. Bring the mixture to a boil, then reduce the heat and allow it to simmer for 10 minutes, stirring frequently, until the mixture thickens slightly. Season the sauce with salt, pepper, and nutmeg and set aside.
4. In a large sauté pan, heat the olive oil and remaining 2 tablespoons of butter until hot. Add the corn and zucchini. Sauté over medium-high heat until the corn starts to brown, about 7 minutes, stirring frequently. Stir in the vegetable mixture. Season with additional salt and pepper if needed, and fill each pumpkin with one-quarter of the vegetable mixture. Gently reheat the chipotle sauce and ladle over the vegetables in the pumpkin. Sprinkle with the parsley. Replace the lid, place the pumpkins in pasta bowls on top of the kale leaves, and serve immediately with warm Crostini on the side.