How to Make It
Preheat the oven to 350°. Rub the cut sides of the squash with the olive oil and set them, cut side down, on a large rimmed baking sheet. Bake the squash for about 1 hour, or until very tender. Remove from the oven and let stand until cool enough to handle. Spoon the squash flesh into a large bowl; discard the skins.
In a pie plate, toast the pecans for about 8 minutes, or until lightly browned and fragrant; let the nuts cool.
In a large pot, melt the butter. Add the onion, fennel and ginger and cook over moderate heat until softened, about 8 minutes. Add the squash and the chicken stock, cover and simmer for 20 minutes, stirring occasionally. Uncover the pot and continue cooking until the squash starts to fall apart, about 10 minutes. Remove from the heat and stir in the coconut milk.
Meanwhile, in a food processor, pulse the pecans until they are finely chopped. In a medium bowl, beat the cream until soft peaks form. Fold in the chopped pecans, hazelnut oil and cayenne pepper and season with salt.
Working in batches, puree the squash soup in a blender until smooth. Stir in the lemon juice and season with salt. Ladle the soup into bowls, top with a dollop of the pecan cream and serve.