Step 1: Preheat your oven to 400°F (200°C). Toss the cubed butternut squash with 1 tablespoon of olive oil, salt, and pepper on a large baking sheet. Spread in a single layer.nStep 2: Roast the squash for 25-30 minutes, or until tender and lightly caramelized. Flip halfway through.nStep 3: While the squash roasts, heat 1 tablespoon of olive oil in a large pot or Dutch oven over medium heat. Add the chopped onion and cook until softened, about 5-7 minutes.nStep 4: Add the minced garlic to the pot and cook for another minute until fragrant, being careful not to burn it.nStep 5: Once the squash is roasted, carefully add it to the pot with the onions and garlic.nStep 6: Pour in the vegetable broth. Bring the mixture to a simmer, then reduce heat and let it gently cook for about 5-7 minutes, allowing the flavors to meld.nStep 7: Remove the pot from the heat. Using an immersion blender, carefully blend the soup until it is completely smooth and creamy. Alternatively, transfer the soup in batches to a regular blender and blend until smooth (use caution with hot liquids).nStep 8: Stir in the coconut milk (or heavy cream), ground nutmeg, and cayenne pepper (if using). Season with additional salt and pepper to taste.nStep 9: Return the pot to low heat and gently warm through, but do not boil. Serve hot, garnished with fresh sage or parsley, if desired.