Preheat the oven to 375°F (190ºC).
Add the squash and shallots to a 9-inch (22 cm) x 13-inch (33 cm) roasting pan. Drizzle with 2 to 3 tablespoons of oil. Season with the salt. Bake until the squash is very tender when pierced with a fork, about 45 minutes.
Transfer the roasted squash and shallots to the bowl of the blender. Add the coconut milk and vegetable broth. Pulse until the soup is very smooth.
Ladle the soup into deep bowls. Sprinkle cilantro and pumpkin seeds on top. Squeeze of fresh wedge of lime over-the-top before serving.