Cut squash in half lengthwise. Brush with some of the melted butter. Bake for 40 minutes in a 400F oven. Set aside and allow to cool. In a large pot, add remaining butter and vegetables. Cook until soft, but do not brown. Scoop squash from shells and discard skins. Add squash to onion mixture along with stock. Increase heat and simmer for 5 minutes. Season with thyme and nutmeg. Remove from heat. When cooled a bit, puree in blender or food processor or press through coarse sieve. Return to pot. Add cream and heat almost to boiling. Garnish with cinnamon, if desired, and serve.