Preheat the oven to 400 degrees F and place a rack in the middle of the oven.
Place the butternut squash halves cut-side up on a baking sheet lined with foil. Rub 1 teaspoon of the oil on the squash. Sprinkle the squash with the salt if using and the black pepper. Roast the squash until fork tender, 50 to 55 minutes.
Cool the squash for 10 minutes. Use a spoon to scoop out the flesh (about 2 cups) and set aside.
Heat the remaining 1 teaspoon oil in a large saucepan set over medium heat. Add the carrots, celery, curry powder, garlic and onions. Cook, stirring occasionally, until the onions are translucent, and the carrots are fork tender, about 5 minutes. Add the squash, broth and coconut milk to the saucepan. Bring to a boil, reduce the heat and simmer 5 to 7 minutes.
Working in batches, puree the soup in a blender or food processor or use an immersion blender, until smooth and silky. Serve warm and garnish with a little chopped parsley.
When blending hot liquid, first let it cool for five minutes or so, then transfer it to a blender, filling only halfway. Put the lid on, leaving one corner open. Cover the lid with a kitchen towel to catch splatters, and pulse until smooth.