Preheat oven; mise en place - Preheat oven to 400℉, convection roast setting. Peel and chop the onion. Peel and mince the garlic. Mince the ginger.
Prep the squash - Trim off the stems and slice the squash in half lengthwise. Remove the seeds and brush the squash with olive oil. Place on the baking sheet, flesh side down, and roast for 25-30 minutes, until very soft. Remove from oven and let cool.
Sauté the aromatics - Heat the remaining olive oil in large soup pot. Sauté the onion over medium heat until soft and translucent, about 5-7 minutes. Turn down heat to low, add garlic and ginger, and sauté until fragrant.
Add the squash - Scoop out the flesh from the squash and add it to pan. Turn the heat back to medium, and stir to combine.
Combine, simmer, and finish - Add broth and bourbon, and stir until mixed. Using an immersion blender, blend soup until squash and onion are well blended with the broth and you have a smooth soup. Cover soup, bring to a boil and then turn down heat and let simmer for 10-15 minutes, enough time to cook off the alcohol and let the flavors meld. Stir in the coconut milk and let simmer for another 2-3 minutes.