Preheat oven to 350F/ 180C.
Wash the pumpkin and cut off the top. Scoop out the flesh and remove all seeds. Wrap it in aluminum foil and place it onto a baking tray, cut-off side down. Bake for about 40-50 minutes, until it is nearly soft. Remove it from the oven and unwrap from alluminium foil. Set aside.
In a large pan, heat olive oil on medium heat. Sauté the onion for 2-3 minutes, until golden. Add garlic, chopped jalapeño and cook for 3-4 minutes. Add shrimp to the pan and continue cooking for another minute. Add chopped fresh tomatoes, season with salt and pepper. Cook, stirring occasionally, until tomatoes are soft, for approximately 5 minutes. Remove from heat and add fresh cilantro. Set aside.
Using a spoon, spread the cream cheese inside the pumpkin, trying to coat all the inside area. Pour shrimp stew into the pumpkin and return to the oven. Bake for another 20 minutes, or until cheese melts and pumpkin becomes really soft inside. Remove from oven, sprinkle some more fresh cilantro on top. Serve warm with white rice on the side.