Preheat the oven to 450°F. Cut the tops from the pumpkins. Remove and discard the seeds and pulp from the cavities. Dress the pumpkins and tops with 1 tablespoon of the oil, salt and pepper. Place on a baking sheet and roast in the oven until tender and beginning to brown, about 15 minutes. Set aside to cool.
In a large sauté pan over high heat, combine the mushrooms, onion, garlic and the remaining 2 tablespoons oil. Cook, stirring occasionally, until the vegetables begin to brown, about 15 minutes. Add the wine and scrape the pan to remove any browned bits. Add the butter and thyme, season with salt and set aside o# the heat.
In a medium saucepan over medium heat, combine the cornmeal, 1 quart water and milk, stirring very well to hydrate the cornmeal. Bring to a boil then lower the heat to low. Add the bay leaves and cook, stirring often, until the mixture is very thick and the cornmeal is very soft. Add the cream and nutmeg, season with salt and stir well. Transfer the polentato a large bowl and let cool. Add the egg yolks and mix well to combine.
In a medium bowl, whisk the egg whites until soft peaks form. Fold the whites into the polenta mixture in thirds without overmixing—a few loose streaks of egg white is fine.
Divide the mushrooms and onions among the roasted pumpkins, filling the cavities. Top with the polenta mixture until the pumpkins are full. Bake until the polenta is set and the sou$és have risen, about 15 minutes.
Meanwhile, in a large sauté pan over high heat, sauté the Brussels sprouts in a bit of butter until the leaves just begin to color, about 6 minutes. Season with salt. Divide the pumpkins among four dinner plates. Garnish with the Brussels sprouts and pumpkin tops and serve immediately.