It can be dangerous and cut yourself if you don't do it right.
This is a method which works for me for hard squashes, including Kabocha:
A Chinese cleaver, rest a towel on the top spine, aim and rest the edge on the squash, and hit the towel with the other hand. it will go right thru.
Or, microwave the squash until it is a little soft. Don't overdo it, some squashes can explode if you cook it at high power for too long.