On a baking sheet, toss the cubed butternut squash with 2 tablespoons of olive oil, salt, and pepper. Spread them out in a single layer.
Roast the butternut squash for about 25-30 minutes, or until tender and caramelized.
In a large pot, add a tablespoon of olive oil over medium heat. Add the chopped onion and sauté for about 5 minutes until translucent. Stir in the minced garlic and sage, cooking for 1-2 minutes.
Transfer the roasted butternut squash to the pot with the sautéed onion and garlic. Pour in the vegetable broth and bring to a simmer. Cook for about 10 minutes.
Blend the soup until smooth and creamy using an immersion blender or a traditional blender in batches.
Stir in the coconut milk (or heavy cream) and a pinch of nutmeg. Season with additional salt and pepper to taste.
Ladle the soup into bowls and garnish with a drizzle of olive oil, chopped sage, and pumpkin seeds.