Preheat oven to 400°F (200°C). Toss cubed squash with 1 tablespoon of olive oil, salt, and pepper. Spread on a baking sheet and roast for 20-25 minutes until tender.

In a large pot, heat the remaining olive oil over medium heat. Add chopped onion and cook until softened, about 5 minutes. Stir in minced garlic, cumin, and curry powder, cooking for another minute until fragrant.

Add the roasted butternut squash, vegetable broth, and rinsed red lentils to the pot. Bring to a simmer, then reduce heat, cover, and cook for 15-20 minutes, or until lentils are tender.

Carefully transfer the soup to a blender or use an immersion blender and blend until smooth and creamy. Stir in the coconut milk, then adjust seasoning with salt and pepper as needed. Serve hot.