Preheat the oven to 400 degrees F. Wash the squash and place it on a large sheet of foil along with the peeled, roughly chopped onion and the peeled garlic cloves.
Drizzle everything with a little olive oil, salt, and pepper, then wrap tightly in the foil.
Bake for 1 hour at 400 degrees F, until the squash is very tender.
Remove from the oven, cut off the ends, slice in half, and scoop out the seeds. Add the flesh to a blender (leave the skin on or gently peel it off).
Add the broth and red curry paste to the blender and blend until smooth.
Pour into a pot and bring to a boil, then add the coconut milk and simmer for 5 to 10 minutes.
Serve with garlic bread or grilled cheese croutons.