Preheat your oven to 400°F (200°C). Spread the pumpkin chunks and unpeeled garlic cloves evenly on a baking sheet. Drizzle with olive oil and toss to coat.
Roast the pumpkin and garlic in the oven for about 35-40 minutes, until the pumpkin is tender and golden, and the garlic is caramelized and fragrant.
Allow the roasted pumpkin and garlic to cool slightly, then peel the garlic cloves and transfer both to a blender.
Add the coconut milk and chopped sage to the blender. Blend until smooth and creamy, stopping to scrape down the sides as needed.
Pour the blended soup into a pot and warm over medium heat. Season with salt and pepper to taste.
Simmer the soup for about 5 minutes, stirring occasionally, until heated through and slightly thickened.
Taste and adjust the seasoning with additional salt, pepper, or sage as desired.
Ladle the hot soup into bowls and garnish with a few extra sage leaves if desired. Serve immediately for a velvety, autumn-inspired dish.