Preheat oven to 425°F. Drizzle squash with EVOO, salt and pepper, and roast 20-25 minutes to golden and tender.
While the squash roasts, in a medium pot, sauté carrots, onions and garlic in a little EVOO over medium heat. Season with salt and pepper, cumin and coriander. Cook 10-12 minutes until tender. Scrape into a food processor and add chipotle purée and the roast squash along with the stock. Purée until very smooth and reserve.
Return pot to stove and melt butter. Whisk in flour, cook 1 minute then whisk in milk. Season with salt, pepper and a little nutmeg, and melt in cheese. Stir in reserved vegetable purée and adjust heat level and seasoning to taste.
Switch on broiler.