Preheat your oven to 400°F and line a large baking sheet with parchment paper.
Toss the cubed sugar pumpkin and the chicken breast with half of the olive oil, sea salt, and black pepper, then spread them in a single layer on the baking sheet.
Roast for 25 minutes until the pumpkin is tender and the chicken reaches an internal temperature of 165°F.
Remove the chicken from the oven and shred it into bite-sized pieces using two forks, then set it aside.
In a large pot over medium heat, add the remaining olive oil and sauté the diced yellow onion, minced garlic, and chopped fresh sage until fragrant and translucent.
Add the roasted pumpkin and chicken bone broth to the pot and bring the mixture to a gentle simmer for 5 minutes.
Use an immersion blender to process the soup until it is completely smooth and creamy.
Stir the shredded chicken and ground nutmeg into the soup, adjust seasoning if needed, and serve hot.