Preheat your oven to 400°F (200°C). Spread the pumpkin chunks on a baking sheet, drizzle with olive oil, and toss to coat evenly. Roast for about 25-30 minutes, until the pumpkin is soft and slightly caramelized around the edges.
While the pumpkin is roasting, heat a large pot over medium heat and add a splash of olive oil. Once shimmering, stir in the smoked paprika and cook for 30 seconds until fragrant. This releases the smoky aroma and enhances the flavor.
Add the roasted pumpkin to the pot, breaking it into smaller pieces if needed. Pour in the vegetable broth, then bring everything to a gentle simmer. Let it cook for about 10 minutes to meld the flavors.
Use an immersion blender directly in the pot, or carefully transfer the mixture to a blender in batches. Puree until the soup is completely smooth and velvety, with a rich orange color.
Return the blended soup to the stove over low heat. Stir in the heavy cream to create a luxurious, creamy texture. Season with salt and pepper to taste as the soup warms through.
Once heated through and seasoned, ladle the soup into bowls. Garnish with a drizzle of cream or a sprinkle of fresh herbs if desired and serve hot.