Preheat your oven to 400°F (200°C).
Peel and cube the butternut squash, placing it on a baking sheet.
Toss the squash with olive oil, salt, pepper, cinnamon, and nutmeg.
Roast in the oven for 25-30 minutes until tender.
In a large pot, sauté the chopped onion over medium heat until translucent.
Add the minced garlic and cook for another minute.
Once the squash is roasted, add it to the pot with the onions and garlic.
Pour in the vegetable broth and bring to a simmer.
Blend the soup until smooth using an immersion blender or in batches in a regular blender.
Stir in the coconut milk and heat through before serving.