Preheat oven to 375º F. Cut off the top 1 inch of the pumpkin. Scoop out the seeds and any stringy pulp.
Brown the sausage, add jalapenos, chilies, and seasonings. Stir in the flour and cook for about 2 minutes. Add the broth and bring to a boil. Reduce the heat to medium and stir in the cheeses. Cook, stirring, until the cheese melts and the mixture is creamy, about 2 minutes more.
Place the pumpkin in a baking dish and fill with the cheese mixture. Add 1 inch of boiling water to the baking dish. Cover loosely with foil and bake until pumpkin is tender, about 1 ½ hours. Remove the foil and bake for an additional 20-25 minutes. Let cool 5-10 minutes, sprinkle with cilantro. Serve with chips or crackers getting some of the pumpkin with each scoop.