Preheat oven to 400°F (200°C).
Cut the delicata squash in half, scoop out the seeds, and place cut-side down on a baking sheet.
Roast for 45-60 minutes, or until tender.
While the squash is roasting, melt the butter in a large pot over medium heat.
Add the onion and cook until softened, about 5-7 minutes.
Add the coriander, pepper, nutmeg, cloves, cinnamon, and cayenne (if using) and cook for 1 minute more.
Scoop the flesh from the roasted squash into the pot.
Add the chicken broth and bring to a simmer.
Use an immersion blender to blend the soup until smooth.
Stir in the coconut milk and salt to taste.
Serve hot, garnished with pumpkin seeds or a swirl of coconut milk.