Preheat the oven to 400°F. Line a baking sheet with parchment paper.
Place the halved butternut squash cut-side up on the baking sheet. Drizzle with 1 tablespoon of olive oil, and sprinkle with salt and pepper. Roast in the oven for 40-50 minutes, or until the flesh is tender and easily pierced with a fork.
While the squash is roasting, heat the remaining tablespoon of olive oil in a large pot over medium heat. Add the chopped onion and sauté for about 5 minutes, or until translucent. Add the minced garlic and cook for an additional minute.
Once the squash is done roasting, scoop the flesh into the pot with the onions and garlic. Discard the skins.
Pour in the vegetable broth, and add the ground cumin and nutmeg. Bring to a simmer and cook for 10 minutes.
Use an immersion blender to puree the soup until smooth. If you don’t have an immersion blender, carefully transfer the soup in batches to a countertop blender.
Stir in the coconut milk if using, and heat through. Adjust seasoning with additional salt and pepper if needed.
Serve hot, garnished with fresh parsley or cilantro if desired.