Preheat the oven to 325 degrees Fahrenheit, and adjust the oven rack to the middle position. Set the squash, cut sides up, on a rimmed baking sheet lined with foil. Generously spray or brush with 2 tablespoons of oil and season with salt and pepper. Add about 1/8 inch of water to the baking sheet. Roast the squash for 40 minutes, until fork tender. Remove from the oven and set aside to cool.
In a large saucepan or Dutch oven, melt 2 tablespoons of oil. Add onions with a big pinch of salt. Cook over medium low heat for 5 minutes, stirring occasionally until softened. Add garlic and saute for another minute, stirring often. Scoop the flesh out of the squash into the pot, and cook for another minute, stirring everything together well.
Add broth, coconut milk, and spices to the pot. Give everything a nice stir and cook over medium heat, stirring occasionally, until the liquid has reduced by about one-fourth. This will take roughly 20 minutes.
Carefully ladle the soup into a blender pitcher. You may need to do this in batches depending on the size of the pitcher. Add lemon juice, salt, and pepper. Puree until smooth and taste to adjust seasonings.
Ladle into bowls and garnish with your favorite toppings: coconut cream, fresh herbs, roasted delicata squash, etc.