Preheat your oven to 400°F and line a large baking sheet with parchment paper.
Toss the cubed butternut squash and diced yellow onion with olive oil, sea salt, and black pepper on the prepared sheet.
Roast the vegetables for 25-30 minutes until the squash is fork-tender and slightly caramelized.
While the vegetables roast, poach or pan-sear the chicken breast until it reaches an internal temperature of 165°F, then shred it using two forks.
Transfer the roasted squash, onion, minced garlic, chicken bone broth, and coconut milk into a high-speed blender.
Blend on high until the soup is completely smooth and has a velvety consistency.
Pour the soup into a small pot over low heat, stir in the ground nutmeg, and warm until steaming.
Ladle the soup into a bowl and top with the shredded chicken breast before serving.