Preheat the oven to 200C/180C fan forced. Line a large baking dish with baking paper. Place the pumpkin halves, cut side up, in the prepared dish. Add the capsicum, onion and garlic, cut side down. Drizzle with oil. Sprinkle with the paprika and rosemary. Season.
Bake the vegetables for 30 minutes or until the capsicum, onion and garlic are tender. Transfer the capsicum, onion and garlic to a plate. Cook pumpkin for a further 15-20 minutes or until tender and lightly caramelised.
Scoop out the pumpkin flesh. Add the baked vegetables, pumpkin, stock and almond milk to a blender and blend until smooth.
While the pumpkin is baking, cook the chorizo in a pan until crispy. Set aside.
Place the baguette slices on a baking tray, top with grated cheese and bake until golden and bubbly.
Serve the soup topped with crispy chorizo and garnish with fresh rosemary.