Preheat the oven to 400 degrees F. Lightly oil a baking sheet or coat with nonstick spray.
Place the pumpkin and thyme on the prepared baking sheet. Drizzle with the olive oil and season with 1/4 teaspoon salt and pepper. Gently toss to combine and arrange in a single layer.
Roast for 60 to 65 minutes, stirring halfway through, until the pumpkin is fork-tender.
Let cool, and then remove the peel from the pumpkin.
Meanwhile, heat the butter in a large stockpot or Dutch oven over medium heat.
Add the shallots and cook, stirring occasionally, until tender, 4 to 5 minutes. Stir in the pumpkin and ginger along with the broth and sage.
Season with 3/4 teaspoon salt and black pepper to taste. Bring to a boil, and then remove from heat.
Puree using an immersion blender until smooth. Add the Greek yogurt and blend.
Pour into 4 bowls.
Serve immediately, garnished with chives, plus more yogurt, pepitas, chives, and nutmeg, if desired.
TO FREEZE: Omit the yogurt and the garnish until ready to serve. Portion the cooled
soup into Ziplock freezer bags and lay the bags flat in a single layer in the freezer.
Transfer to the refrigerator the night before reheating, and then reheat over low heat,
stirring occasionally, until heated through. Add the yogurt and serve with garnish.