Preheat oven to 350°F. Prepare a pie plate with oil. Set aside.
In a small skillet saute the dice onion in the butter until soft; about 6 minutes.
In a large bowl whisk together the eggs and cream. Add the pumpkin, diced ham, sauteed onion, chopped parsley and cheese. Season with salt and freshly ground black pepper (about 1/4 tsp each) and the cayenne pepper (optional).
Pour into prepared pie plate and bake for 30-35 minutes until puffed and set in the center. Transfer to a wire rack to cool. Enjoy warm or cold.