Preheat your oven to 400°F (200°C).
Place the cubed butternut squash on a baking sheet and drizzle with olive oil. Toss to coat the squash evenly.
Roast the butternut squash in the preheated oven for 25-30 minutes, or until it becomes tender and slightly caramelized.
In a large pot, heat the remaining olive oil over medium heat. Add the chopped onion and minced garlic, and sauté until the onion becomes translucent and fragrant.
Add the roasted butternut squash, vegetable broth, ground cumin, ground coriander, and ground nutmeg to the pot. Stir well to combine.
Bring the mixture to a boil, then reduce the heat and let it simmer for 15-20 minutes to allow the flavors to meld together.
Using an immersion blender or a regular blender, puree the soup until smooth and creamy. Be cautious when blending hot liquids, as they can splatter. If using a regular blender, blend in batches and vent the lid to release steam.
Return the soup to the pot and stir in the coconut milk. Season with salt and black pepper to taste.
Simmer the soup for an additional 5 minutes to allow the flavors to meld together.
Ladle the soup into bowls and garnish with a drizzle of coconut milk, a sprinkle of ground black pepper, and a few fresh herbs, such as chopped parsley or cilantro.