Preheat oven to 400 degrees F.
Toss butternut squash in 2 tablespoons of olive oil and season with salt and pepper.
Place on a baking sheet. I line mine with aluminum foil for easier clean up, but this is optional.
Bake in preheated oven for 40-45 minutes, until tender.
In large soup pot, heat remaining olive oil over medium-high heat.
Add onion and bell pepper, season with cumin, chili powder, paprika, and salt, and cook until softened, about 5-7 minutes.
Add garlic and harissa, and cook another 1-2 minutes.
Add butternut squash, vegetable broth, coconut milk, and season with salt and pepper.
Let it come to a boil and simmer for 10 minutes.
Place soup in high-powered blender or use an immersion blender to puree soup until silky smooth.
Serve and enjoy!