In a stockpot over medium heat, melt butter and saute onion, carrot, apple, and sage until all are tender, add roasted pumpkin and cook about 8 to 10 minutes.
Puree the mixture in a food mill; if you do not have a food mill, then puree in a food processor or blender (might need to add broth in the blender). Return the puree to the stockpot, add the chicken stock and simmer for 15 minutes.
Then add the cream and simmer for 5 more minutes, lowering the heat if necessary so it does not boil. Season, to taste, with salt and pepper.
Divide soup among 4 soup bowls and serve immediately.
COOKS NOTE: To roast pumpkin, preheat oven to 400 degrees F. Cut whole pumpkin in half and then cut each half into several pieces. Discard seeds or reserve for another use. Place pumpkin on a baking sheet, drizzle with olive oil, and season with salt and pepper. Roast in oven until tender but not falling apart, about 30 to 40 minutes. Let cool, peel away skin, and dice.