Cut the butternut squash in half and scoop out the guts and seeds with a spoon; place them in a broiler pan and drizzle them with a generous amount of extra-virgin olive oil, then sprinkle liberally with salt and pepper.
Turn the squash flesh side down and pour about 1/4 cup of water in the bottom of the pan.
Bake in the oven, uncovered, for about 40-45 minutes, until the squash becomes really soft and can easily be pierced with the tip of a sharp knife. (see this post for step-by-step instructions with pictures)
When the squash is fully cooked, remove it from the oven and allow it to cool for a few minutes until you can safely handle it.
While the squash is cooling, heat the olive oil in a medium saucepan and then add the onion, garlic, salt, white pepper, cardamom and nutmeg; cook until fragrant and slightly caramelized, about 3-4 minutes. Add the broth and bring to a quick boil, then kill the heat and set aside.
With a large spoon, scoop the flesh out of the squash and measure out 4 cups or 1kg (2.2lb). Put that into your High-Speed Blender or food processor and then add the reserved broth.
Process on high speed until really smooth and velvety, about 2 to 3 minutes, then add the coconut milk and resume processing until well incorporated.
Serve immediately or, if the soup isn't hot enough for your liking, transfer it back to the saucepan and heat it over medium heat until the desired temperature is reached.
If you have some leftover oven roasted butternut squash, make a few balls with a melon baller and use them to garnish the soup, along with a little bit of coconut milk or heavy cream and a few sprigs of fresh thyme.