Preheat oven to 400°F. Roast the squash and carrots – remove the top of the squash and cut it down the middle vertically. Remove the seeds with a spoon. Place cut squash face down on a silicone baking sheet. Add the carrots to the baking sheet. Bake at 400°F for about 40 minutes or until the squash and carrots are soft and fork tender.
Once cool enough to handle, scoop out the flesh of the squash and set aside in a bowl.
To make the soup: heat the oil in a pot over medium heat. Add the onion and cook for 3-4 minutes, until it starts to soften. Add the cinnamon and cook for an additional 1-2 minutes until fragrant.
Add the stock, water, carrots, squash, and lentils. Cover and bring to a boil. Reduce heat to medium low and cook for about 30 minutes, until the lentils are cooked and soft.
Puree with an immersion or regular blender.
Serve and enjoy with your favourite crusty bread.