Preheat oven to 375 degrees F. Cut off top of pumpkin, scoop out seeds and a portion of pumpkin flesh (to make room for filling). Set aside pumpkin top.
Rub inside of pumpkin with wine and Chinese five-spice powder. Place pumpkin on a parchment-lined baking sheet. Bake in pre-heated oven until pumpkin is almost cooked, 30 – 40 minutes.
While pumpkin is baking, combine sauce ingredients in a small bowl; set aside.
Remove pumpkin from oven. Reduce heat to 350 degrees F.
Heat a wok or stir-fry pan over medium-high heat until hot. Add oil, swirling to coat sides. Add chicken; stir fry for 1 minute. Add onion and mushrooms; stir-fry for 2 minutes. Stir in sauce; mix well. Add cornstarch solution; cook, stirring, until slightly thickened.
Spoon stir-fry mixture into pumpkin. Add the top, return pumpkin to 350 degree F. oven. Bake until pumpkin is tender, about 25 minutes.