Chop the onion and add to a large saucepan with a little oil. Let the onion simmer on medium heat with a closed lid.
Peel the pumpkin and remove the seeds. Cut the pumpkin into medium-sized cubes, and add the cubes to the onions. Repeat the with the sweet potatoes.
Season with a little salt and pepper and leave to shortly fry before pouring in the broth. Cook the pumpkin/sweet potato mix for about 20 minutes before adding the can of coconut milk.
Season with salt, pepper, 1 teaspoon thyme, ½ teaspoon nutmeg and ½ teaspoon rosemary and cook the mixture for another 15 minutes.
Transfer to a large blender and mix until the consistency becomes creamy. If you do not have a big mixer, you can also use an immersion blender.
Cut the mushrooms into small slices and fry with a little oil, salt and pepper in a small pan.
Serve the soup in a small bowl and top with 1-2 tablespoon of the mushrooms. Add a tiny amount of cayenne pepper - and you are ready!