Preheat oven to 400°F. Cut a 5-inch-wide hole in top of pumpkin, and scoop out seeds from cavity; discard pumpkin top and seeds, or reserve seeds for another use. Place pumpkin, cut side up, on a large rimmed baking sheet. Brush with 3 tablespoons melted butter, and sprinkle with 1 ½ teaspoons salt. Cover tightly with aluminum foil. Roast in preheated oven until pumpkin flesh is slightly tender when pierced with a knife, 30 to 40 minutes. Remove from oven. Discard foil, and carefully flip pumpkin cut side down. Continue roasting at 400°F, uncovered, until flesh is very tender, 30 to 40 minutes.

While pumpkin roasts, heat oil in a large skillet over medium-high. Add fennel, shallots, and garlic; cook, stirring often, until tender, 6 to 8 minutes. Add kale in 3 additions, stirring until wilted after each addition, about 2 minutes total. Remove from heat; let cool 10 minutes.

Flip roasted pumpkin cut side up. Drizzle pumpkin cavity with cream, and sprinkle with 1 teaspoon salt. Using a fork or spoon, gently break up flesh inside shell, leaving walls about ½-inch thick and keeping pumpkin shape intact. (Leave any loose pumpkin flesh inside pumpkin.) Set aside. Reduce oven temperature to 350°F; let oven drop to temperature about 10 minutes.

Stir together Gruyère, feta, and dill in a large bowl. Stir in kale mixture, pepper, and remaining 1 teaspoon salt. Spoon mixture into pumpkin cavity, mounding mixture toward center.

Crumple each phyllo sheet; arrange crumpled sheets on filling. Brush phyllo sheets evenly with remaining 1 tablespoon melted butter. Bake at 350°F until phyllo is crispy and golden brown, 20 to 25 minutes.