Preheat your oven to 400°F (200°C). Cut off the top and bottom of the squash, peel it, cut it in half lengthwise, and scoop out the seeds.
Place the squash halves cut-side up on a baking sheet lined with parchment paper. Drizzle with olive oil and season with salt and pepper.
Roast for 45-60 minutes, or until fork-tender and slightly caramelized. Let cool slightly and scoop out the flesh.
Combine the roasted butternut squash, coconut milk, maple syrup, cinnamon, and nutmeg in a blender or food processor.
Blend until completely smooth and creamy. Taste and adjust the sweetness as needed. Add more coconut milk if too thick, or chia seeds if too thin.
Chill for at least 2 hours before serving.
Garnish with chopped pecans, coconut whipped cream, maple syrup, cinnamon, or fresh berries, if desired.