Place the spaghetti squash into a large roasting pan. Add about a cup or two of water to the bottom of the pan. Poke the squash with a few holes. Bake at 375F for about 45-60 minutes - until the squash is baked through.
Remove the squash from pan and place onto a cutting board. Using a large knife, slice the squash in half. Using a large spoon, scoop out the inner seeds and discard.
While the squash is baking, dice the bacon strips and brown in a skillet. You'll need almost a cup. Or a cup... or maybe more if you want... cause there's no such thing as too much bacon. When bacon is done, drain and set aside.
Very lightly cook, steam, or boil the broccoli. You could also roast it on a separate pan for about 7 minutes while the squash cooks. Once done, set aside.
Going back to the spaghetti squash, scoop out the noodle like insides and add to a casserole dish. Add the bacon and broccoli.
Mix the coconut milk and the egg. Pour over the squash, bacon, and broccoli.
Bake at 375F for about 20 minutes.
*You could also add some chicken to this. And if you are not doing Whole 30, you could most certainly sprinkle with some parmesan cheese.