Preheat your oven to 400°F (200°C). Spread the peeled and chopped butternut squash evenly on a baking sheet.
Drizzle the squash with olive oil, then sprinkle with cinnamon, nutmeg, and a pinch of salt. Toss gently to coat all pieces evenly.
Roast in the oven for about 35-40 minutes, or until the squash is golden brown and easily pierced with a fork. Let it cool slightly.
Transfer the roasted squash to a blender, add the vegetable broth, and blend until smooth and creamy. You may need to do this in batches if your blender is small.
Pour the soup into a pot and stir in the coconut milk. Warm gently over medium heat, stirring occasionally, until heated through but not boiling.
Taste and season with salt and pepper as needed. Adjust sweetness or spice with additional cinnamon or nutmeg if desired.