Preheat oven to 400F.
In a large heavy oven safe pot or dutch oven, combine squash, apple, onion, chopped sage, ¼ teaspoon salt, cinnamon and paprika, toss with 1 tablespoon olive oil. Roast until the squash is tender, about 30 minutes. Transfer to the stove.
Add the broth, coconut milk, ginger, ¼ teaspoon salt and nutmeg and bring to a boil. Use an immersion blender and blend until smooth (or transfer to the blender, in batches).
To serve, drizzle more coconut milk on top, if desired and sprinkle with a pinch of nutmeg.
