Preheat oven to 400 degrees. Spray baking sheet with nonstick cooking spray. Sprnkle cut hlaves of squash with salt and pepper. Arranceh, cut side down, on prepared sheet. Roast squash until tender, about 1 1/2 hours. Turn squash cut side up and cool. Scoop squash out into medium bowl.
Heat oil in heavy learge pot over medium heat. Add chopped onion, and saute until pale golden, about 10 minutes. Mix in chopped celery and garlic cloves. Add 1 cup broth. Cover and simmer for 10 minutes, stirring occasionally. Add squash, 5 cups broth, and cumin. Cover and simmer 20 minutes to blend flavors.
Working in batches, puree squash soup in blender until smooth. When finished pureeing all batches, return all suop to pot. This wquash soup to desired consistency with more vegetable broth. Add black beans, frozen corn, chopped red bell pepper, cilantro, thyme, and serrano chile. Cover soup and simmer 10 minutes. Season soup to taste with salt and pepper.
Ladle soup into bowls. Garnish each with dollop of yogurt and sprig of cilantro.