Stir the stew and add the black beans, sherry, salt, and pepper. Pour the mixture into the pumpkin shell. Bake for about 1 hour and 15 minutes, or until the pumpkin flesh is fork-tender. (Thicker pumpkins will take longer, up to 1 ½ hours.)
Carefully transfer the pumpkin to a large bowl. (Take special care because the shell may be soft in places.) If the stew has become too thick to suit you, gently stir in some hot vegetable stock.
For each serving, use a large spoon to scoop out a wedge of cooked pumpkin; place in the bottom of a soup bowl. Top with the stew.
Cook the stew on the stove early the day it is to be served; refrigerate in a covered container. Bake it in the pumpkin just before serving. Refrigerate the leftover soup and baked pumpkin flesh scooped from the shell in separate covered containers for up to 5 days; discard the pumpkin shell.
Rather than baking the stew in one large pumpkin, bake about 1 1/3 cups of the stew in each of 6 single-serving pumpkins, about 2 pounds and 6 inches in diameter. Reduce baking time to about 1 hour, or until the pumpkin flesh is fork-tender.
For a simpler presentation, rather than baking in a pumpkin, cook the stew on the stovetop, simmering uncovered until the desired consistency.