In a large bowl, combine the butternut squash, olive oil, 1 teaspoon cinnamon, 1/2 teaspoon salt, and 1/2 teaspoon cumin. Mix together, coating the squash well. Spread out on a rimmed baking sheet.
In the same bowl that the butternut squash was in, toss the apple slices, onion, and carrots to coat oil and spices. Place on a second rimmed baking sheet . Place both baking sheets in the oven and roast for 35-40 minutes until soft, stirring once.
Heat up coconut oil over medium heat in a large pot on the stove. Add the roasted ingredients and then the chicken stock. Add 1 teaspoon each of salt, cinnamon and chili powder. Bring to a boil, then reduce heat to low and simmer, covered, for 20 minutes.
Using an immersion blender, combine all ingredients until smooth, or transfer to a blender to puree. Serve warm.