Combine 2 cups of pumpkin or butternut squash, roughly cut, ½ cup carrots, roughly chopped, 1 tablespoon olive oil, 2 cloves of garlic, whole, 1 teaspoon black pepper powder and ½ a teaspoon nutmeg and mix so that the spices and oil coat the vegetables evenly.
Preheat the oven to 200℃ / 390℉. Put the vegetable mixture on a lined baking tray, bake the vegetables covered with a foil for 40 minutes.
Uncover and bake for another 5 minutes.
Remove from the oven. In a food processor or a hand blender whizz together the baked vegetables with 3 tablespoons butter, ¼ cup heavy cream and ½ teaspoon vanilla extract. Blend until smooth.
Adjust the seasoning to taste and serve.