Preheat your oven to 375°.
Line a baking sheet with parchment paper or foil.
Cut the squash in half and scoop out the seeds.
Then, lay the squash halves on the baking sheet, flesh side up, and brush with olive oil and season lightly with salt, pepper, and a pinch of nutmeg.
Cook for one hour and 30 minutes or until the flesh is fork tender.
While the squash is roasting, sauté roughly chopped carrots, onions, and celery with olive oil.
Then, add nutmeg, paprika, chili powder, thyme, sage, salt, and pepper. Cook until the onions are translucent.
Next add vegetable broth and water. Bring to a low simmer and let cook for 40 minutes with the lid on.
Once the butternut squash is cooked, scoop the flesh out of the shell and add to the broth and vegetables.
Blend using an immersion blender or let cool and carefully transfer the soup to a stand blender in small batches.
Finally, stir in cream and serve.