Heat oven to 375°F. Half and seed pumpkin. Slice each half into quarters. Place on baking sheet cut side up then drizzle with olive oil; add salt and pepper. Roast for about 1 hour, or until pumpkin is lightly brown and tender when pricked with a fork. Remove from oven and cool. When pumpkin is cool enough to handle, remove skin and set aside.
Add ¼ cup olive oil, garlic, and onion to stockpot; sauté until onion is almost translucent. Add amontillado and cook for about 3 minutes more.
Add pumpkin and stock to sauce pot. Add salt and pepper to taste; simmer for 30 minutes.
Using an immersion blender, purée mixture until completely smooth. Add cream and mix well. Adjust salt and pepper as necessary.