Preheat oven to 400 degrees.
Cut pumpkin and acorn squash in half, remove seeds (reserve pumpkin seeds); then rub insides with olive oil. Pierce sweet potato with fork several times. Cut top off head of garlic and drizzle with olive oil and wrap in foil. Place veggies and garlic on shallow rimmed baking sheet and roast for 45 - 50 minutes or until fork tender.
Meanwhile, sauté onion in a heavy bottom pot or Dutch oven until tender.
Once done, remove roasted veggies from oven and allow to cool slightly. Using a fork or knife, scrape out the roasted flesh of the pumpkin, acorn squash, and sweet potato; add to the Dutch oven. Squeeze garlic head to remove roasted garlic; add to pot. Add broth, salt, pepper, nutmeg and cayenne pepper.
Bring to boil then reduce & simmer for 10-15 minutes. Puree in batches in blender until smooth. Adjust seasoning to taste. Serve in individual bowls topped with toasted pumpkin seeds.