Peel, halve and remove seeds from the squash. Dice into 3/4-inch cubes. Spray a roasting pan with nonstick cooking spray, add cubed squash and spray the top of the squash. Roast for 20-25 minutes or until squash is tender, in a preheated 375-degree oven.
Saute the onion in olive oil in a medium-size saucepan over low heat, stirring until softened. Add the squash and chicken stock. Cover and cook over medium-low heat for 10 minutes.
Add the orange zest and the juice and simmer the mixture, uncovered, for 10 minutes. Puree the mixture in batches, using a blender or food processor.
TO MAKE THE GARNISH: Blend the coconut, chili pepper, cilantro, orange (juice and flesh) until it forms a puree (if it is too thick, thin with warm water).
Ladle the soup into bowls and garnish each serving with a teaspoon of the coconut puree.