Preheat the oven to 400º. Oil the inside of the pumpkin halves and season each with salt. Place the pumpkin halves cut side down on a baking sheet and bake in the oven for 30 minutes, or until the pumpkin meat is fork-tender. Remove from the oven. When it’s cool enough to handle, use a spoon to scoop out the roasted pumpkin and set aside.
In a large pot, sauté the bacon over moderate heat, until it’s crispy on all sides. Move the bacon pieces to a paper towel and set aside. To the bacon fat, add onion, garlic, thyme, sugar, pepper, cinnamon, nutmeg and cayenne pepper and cook for 3 minutes. Add the roasted pumpkin and broth, stirring to incorporate, then season with salt, and bring the soup to a boil. Reduce the heat to low and simmer for 20 minutes. Stir in the cream and let cool for 10 minutes.
Transfer the soup to a blender (or use an immersion blender in the pot) and puree until smooth. If needed, add additional water or broth to reach the desired consistency. Return the mixture to the saucepan and warm. Serve and garnish with roasted pumpkin seeds.