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1
Preheat oven to 400u00b0 F. Cut off the top and bottom off of your pumpkin. Halve and remove seeds. Place the pumpkin halves cut-side down onto a baking sheet lined with aluminium foil. Bake for 45 minutes or 1 hour, or until very tender when pierced with a fork. Let cool.
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2
Prepare fennel by removing greens and stem base and outer layers if they are bruised. Roughly chop and place in a bowl of cool water. Agitate the fennel and make sure any dirt hiding inside the layers of the fennel has been washed away. Rinse and strain.
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3
Heat olive oil over medium-low in a pot large enough for your entire batch of soup. Add fennel, salt, and pepper.
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4
Roughly chop onion, shallot, garlic, celery, potato, and carrot. Add all of it to the pot. Sautee until the vegetables begin to soften.
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5
Scoop the pumpkin from out of its skin, with a spoon. Add to the pot. Immediately add the water, freshly grated nutmeg, and bay leaf.
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6
Bring soup to a boil over medium-high heat and then reduce heat to a slow simmer. Allow to cook until the potato smashes easily against the side of the pot with a spoon, about 20 to 30 minutes.
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7
Puree the soup with an upright or stick blender. Return to low heat. Taste, then add water, salt, or pepper if needed.
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8
Remove the small stems at the bases of the leaves of sage. Using a chef's knife or mezzaluna, finely mince the sage into small pieces, smaller than 1 millimeter. For a finer texture, use a mortar and pestle and grind the sage. Add the fine sage to the soup. Stir and let soup set for 15 minutes over very low heat.
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9
Serve the soup warm. If you'd like, top the soup with a good amount of freshly grated Parmigiano-Reggiano cheese. Serve with a good crusty bread.
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10
This soup is wonderful if made ahead, and tastes even better as the next day's leftovers!