Cut the top off the bulb of garlic to expose the cloves. Drizzle with olive oil and wrap in aluminum foil.
Spread the diced pumpkin and chopped onion on a baking sheet, drizzle with olive oil, and sprinkle with salt, pepper, and ground cumin. Toss to coat.
Add the wrapped garlic to the baking sheet and roast everything in the oven for about 30-35 minutes or until the pumpkin is tender and slightly caramelized.
Once done, remove everything from the oven. Squeeze the roasted garlic cloves from their skins into a large pot.
Add the roasted pumpkin and onion to the pot along with the vegetable broth and nutmeg. Bring to a simmer over medium heat.
Use an immersion blender (or transfer to a blender in batches) to puree the soup until it's smooth.
Stir in the coconut milk and heat through for an additional 5 minutes, adjusting salt and pepper to taste.
Serve the soup hot, garnished with fresh parsley or cilantro.
Notes
Adjust seasoning to taste and serve with crusty bread.