Preheat oven to 400 degrees and line baking sheet with parchment.
Place squash and thyme on a parchment lined baking sheet and drizzle with oil. Mix with your hands to make sure the oil is evenly coating the squash and the herbs are mixed around in the squash as well. Roast until fork tender 20-25 mins.
Remove from oven and transfer squash to a blender. Pull thyme leaves off of the tough stems and add them to the squash. Blend until smooth.
Add salt, pepper, nutmeg, garlic powder, stock and coconut milk. Blend until combined. Taste and add additional seasoning if needed & more stock if you’d like it thinner.
Garnish with fresh thyme, a drizzle of good olive oil and/or finely chopped pecans.