Preheat oven to 425°. On two large rimmed baking sheets, toss squash with oil, onion, carrots, and garlic. Season with salt, pepper, and curry powder.
Bake, tossing occasionally, until squash is caramelized and tender, about 45 minutes.
Add squash mixture to blender with broth and puree until creamy.
Drizzle coconut milk over each serving and garnish with cilantro.
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