Preheat the oven to 240 C, 220 Fan, Gas 9. Cut the pumpkin in half through the stalk then cut each half into four slices. Scoop out the seeds.
Brush the surface of each pumpkin slice with the oil and place on a baking sheet. Season with salt and pepper. Put in the oven to roast for 25-30 minutes until tender. Set aside to cool.
Meanwhile melt the butter in a saucepan over a high heat and add the onion. Stir for about five minutes until it starts to colour. Reduce heat to low and cook, stirring occasionally, for about 20 minutes.
Add the stock and milk to the onions and leave with the heat low to slowly come to simmering point.
Scoop out the flesh of the pumpkin with a sharp knife and add to the stock with salt, pepper and nutmeg. Simmer for 15-20 minutes.
Process the soup to a puree in a liquidizer in two batches. Taste and season well. When ready to serve reheat to a simmer but do not allow to boil.
Stir in the diced cheese then ladle into warm soup bowls. Garnish each bowl with a tablespoon of creme fraiche then scatter with grated cheese, croutons and parsley.