Preheat the oven 200ºC/180ºC fan/ gas mark 6. Toss the butternut squash in half a tbsp of the olive oil and spread out on a baking tray. Roast for 25 minutes or until tender and then remove from the oven and leave to cool. Cook the bulgar wheat according to packet instructions and then leave to cool. Set both aside. Turn oven down to 180ºC/160ºC fan/ gas mark 4.
Heat the remaining olive oil in a large frying pan over a medium/low heat. Add the shallots and garlic and gently cook in the oil for 10 minutes until the onions are golden. Add the cumin and cook for another minute and then the chilli, paprika and cinnamon and cook for a further minute. Add the mushrooms, thyme and parsley, and 50ml of water and cook on a low to medium heat for 10 minutes.
While the mushrooms cook, add the walnuts to a small frying pan and heat over a medium flame until the walnuts just start to colour, about 3 minutes. Transfer to a large bowl and give them a bash until they are roughly broken up. Add the pine nuts to the frying pan and cook for an additional 30 seconds until just starting to colour. Add to the walnuts. Pour the mushroom mixture into a mini chopper or food processor and pulse until finely chopped but not completely smooth. Add to the nuts along with the butternut, cooked bulgar wheat, cranberries, prunes and sour dough crumbs. Use a large spoon to mix in the eggs until combined.
Grease and line a 1.5ltr loaf tin. Transfer the nut mixture and pat down. Transfer to the oven and bake for 45-50 minutes. While the loaf cooks, start on your sauce. To a medium pan add all the spiced cranberry sauce ingredients. Bring to the boil for 2 minutes and then bring to a simmer for 10 minutes when the berries should have burst and the sauce has thickened up. Add a touch of water if it gets too thick.
Remove the nut roast from the oven and then turn it out onto a serving board removing the greaseproof paper. Serve along with the cranberry relish.