Clean and chop the butternut squash and sweet potatoes into small cubes. Toss in olive oil and roast for 25 minutes at 400 degrees. While the butternut squash and potatoes are roasting,slice the onion into paper thin slices and saute in olive oil until browned slightly.
Allow these ingredients to cool, then place in a food processor or blender with a cup of water. Blend until the mixture is smooth, then add the coconut milk.
Pour the mixture into a soup pot and heat on medium while slowly stirring in the curry paste and other spices. Add water or coconut milk to achieve desired consistency and bring soup to a simmer.