Preheat oven to 325 degrees F (165 degrees C). Place the squash, cut sides down, in a baking dish. Add 1/8 inch water in baking dish, cover with foil and bake 35-40 minutes or until tender. Cool.
In a large saucepan, melt butter. Add onion and cook over low heat, stirring occasionally until onion is softened but not brown.
Scrape the squash out of the flesh and add to onions. Add the stock and heavy cream. Cook over moderate heat, stirring occasionally, about 25 minutes.
Puree the soup in a blender or food processor. Season with salt and pepper to taste and serve.