Cover the pumpkin and sweet potato with water; bring to a simmer ans simmer, covered for about 30-40 minutes, or until very soft.
Bring the coconut milk, water, (vanilla bean, if using), and sugar to a simmer in a different saucepan. Add the sago and simmer over a very low heat, partly covered for about 30 minutes stirring frequently to make sure it isn't sticking to the bottom too much (it probably will a little bit anyway).
After 30 minutes remove from heat, stir through the vanilla extract and allow to cool.
Strain the pumpkin and sweet potato, reserving the water, add back 1-2 tbsp of the reserved water and then either mash or puree in a food processor until smooth.
Pass the purée through a sieve to make it extra smooth and smash out any remaining lumps (this is optional, it just makes sure that your purée is nice and smooth and even consistency) then stir the vanilla extract and cinnamon through and allow to cool completely.
Start with a layer of the purée in the bottom of 6 parfait glasses (using about half the purée across the six parfait glasses), follow with a layer of the sago (once again, using about half the sago) and then the remaining purée and sago in layers.