Preheat your oven to 400°F (200°C). Brush the cut sides of the acorn squash with 1 tablespoon olive oil and season with salt and pepper. Place the squash cut-side down on a baking sheet lined with parchment paper. Roast for 30-35 minutes, or until the flesh is tender when 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 diced onion, carrots, and celery, cooking until softened, about 5-7 minutes.
Add the minced garlic, thyme, nutmeg, and cayenne (if using), and cook for an additional 30 seconds until fragrant.
Once the squash is roasted and cool enough to handle, scoop the flesh from the skin and add it to the pot with the aromatics.
Pour in the vegetable broth and bring to a gentle boil, then reduce heat and simmer for 10-15 minutes to allow the flavors to meld.
Using an immersion blender, purée the soup directly in the pot until completely smooth. If using a standard blender, carefully transfer the soup in batches, filling it no more than halfway each time, then return to the pot.
Stir in the coconut milk and maple syrup (if using), and gently warm the soup over low heat. Taste and adjust seasoning with salt and pepper.
If the soup is too thick, add a little more broth until you reach your desired consistency.
Serve in warmed bowls with a swirl of coconut milk or yogurt on top. Garnish with roasted pepitas, a sprinkle of smoked paprika, or fresh thyme leaves.