Sliced the squash lengthwise, scoop out the seeds, turn face down in a baking dish, cover with 1 inch of water, cover dish with foil and bake in a 375 degree oven for 30-45 minutes.
Heat the oil and melt the butter in a large stock pot over medium heat. Cook and stir the onion in the butter and oil under tender.
Mix the carrots and roasted squash into the pot. Pour in vegetable stock, and season with salt, pepper, and nutmeg (not too much, it can be overwhelming). Bring to a boil, reduce heat, and simmer until vegetables are tender.
In a blender or food processor, puree the soup mixture until smooth. Return to the pot, and stir in the heavy cream. Heat through, but do not boil. Serve warm with a dash of nutmeg (again, not too much).