Place pumpkin, carrots and onions in a baking dish or roasting pan. Drizzle with vegetable oil.
Bake in preheated oven 40 minutes, until soft but not blackened.
In a large pot over medium heat, bring water and bouillon to a boil. Cook potato in simmering water until soft, about 20 minutes.
Combine potato and water with roasted vegetables and puree in a blender or food processor or using an immersion blender until smooth. Return to pot over low heat, and stir in cream, nutmeg, pepper and salt. Heat gently; serve.