Heat the Oven - Set the oven rack to the center position and preheat to 400ºF (204ºC). Line a large baking sheet with foil. Grease with 1 tablespoon of olive oil, using a paper towel to spread evenly. Set aside.
Prepare the Squash - Wash and thoroughly dry the acorn squash, then place it on a sturdy cutting board. Using a chef’s knife, start cutting lengthwise on one side of the stem, positioning the knife between the ridges. Carefully slice through the skin and flesh, stopping once you reach the hollow center and avoiding the stem. Continue cutting around the squash with small sawing motions until you reach the other side of the stem, leaving the stem uncut. Use your hands to pull the two halves apart.
Remove the Seeds - Use a large spoon to remove the seeds. If desired, wash, separate, and dry the seeds for roasting later.
Roast the Squash - Brush the squash flesh with 2 tablespoons of olive oil. Place the squash cut side down and evenly spaced on the baking sheet. Roast until a knife can easily pierce the flesh, about 30 to 35 minutes, depending on the size. Flip and lightly season with salt.
Remove the Flesh - Allow the squash to cool until it’s easy to handle. Scoop out the flesh into a bowl. It should yield about 4 cups (2 pounds 1 ½ ounces 950g).
Cook the Vegetables and Fruit - In a large pot or Dutch oven, heat 1 tablespoon of olive oil over medium heat. Add the onions, and saute until fragrant and translucent, 4 minutes. Add minced garlic, thyme, and sage, and saute for 30 seconds. Add the carrots and apples, and saute for 5 minutes.
Simmer the Soup - Add 2 cups of vegetable stock, ¾ teaspoon salt, and pepper. Bring the soup to a boil, then reduce to a simmer. Cover and cook until the carrots are soft and tender, about 10 minutes. Turn off the heat.
Puree the Soup - Add the roasted acorn squash flesh and 2 cups of vegetable stock to the pot. Using a hand immersion blender, puree the soup until smooth.
Add the Seasonings - Add the coconut milk and process until very smooth. Add the ginger and nutmeg, and stir to combine. Add more vegetable stock or coconut milk if needed to thin out the consistency. Season to taste.
To Serve - If needed, reheat the soup over low heat until hot. Garnish with chopped walnuts.
Notes
Roasted Acorn Squash Seeds: Wash and dry the seeds. Toss in some olive oil and salt. Place on a sheet pan and roast at 350°F (177ºC) for 10 to 15 minutes, stirring every 5 minutes until crunchy.
Storing: Store in an airtight container in the refrigerator for up to 5 days or freeze for up to 1 month.
Reheat: Defrost is frozen. Reheat on the stovetop over medium-low heat. Alternatively, microwave in 15 to 30-second increments until hot.