Preheat the oven to 400°F (200°C).
Place the squash halves cut-side down on a baking sheet lined with parchment paper.
Roast for 40 to 45 minutes or until the flesh is tender.
Allow the squash to cool slightly.
Scoop the flesh from the skins and set aside.
Heat olive oil in a large pot over medium heat.
Add the onion and cook until softened, about 5 minutes.
Add the garlic and cook for 30 seconds.
Stir in the roasted squash.
Add the vegetable broth, thyme, sage, salt, and pepper.
Bring to a gentle simmer for 10 minutes.
Use an immersion blender to blend until completely smooth.
Stir in the cream or coconut milk if using.
Simmer for another 2 to 3 minutes.
Serve warm.