Cut the small pie pumpkin in half and spoon out the seeds and compost or discard those. Transfer them to a sheet pan and drizzle the insides with a little olive oil. Bake the pumpkin (cut side down) until fork tender, 45 to 60 minutes. Allow the pumpkin to cool and then scoop the insides out transferring them to a small bowl. Smash and mix well until smooth and not stringy. Set to the side.
Make the soup:
In a large pot or Dutch oven, heat a good drizzle of olive oil over medium-low heat. Add the onion and sauté until translucent, about 5 minutes. Add in the garlic, ginger, curry powder, and cayenne pepper and sauté until fragrant, about 1 minute.
Stir in your vegetable broth, red split lentils, and smashed pumpkin. Season with salt and simmer until the lentils are tender, about 20 to 25 minutes.
Stir in the coconut milk and simmer for an additional 5 more minutes to let the flavors meld.
Carefully pour the soup mixture into a high-speed blender or use an emersion blender to blend the soup mixture until smooth. Pour the mixture back into pot. Taste and add more salt, if needed.
Ladle the soup into your favorite bowls and add any toppings, if using. Enjoy!