Preheat the oven to 400 degrees F. Cut the stem end off the pumpkin.
Cut the pumpkin in half lengthwise and scoop out all the seeds. Place the pumpkin halves, cut side down, on a sheet pan coated with cooking spray.
Roast the pumpkin for 35-40 minutes or until very soft.
While the pumpkin is in the oven, cook the bacon in a large pot over medium heat. The bacon should be crispy and browned, which will take 5-6 minutes.
Remove the bacon from the pot and reserve for later use. Drain most of the grease from the pot, leaving 1 tablespoon in the pot.
Add the onion and carrots and cook for 5-7 minutes or until onions have softened. Add the garlic and thyme. Add salt and pepper to taste. Cook for 30 seconds.
Remove the pumpkin from the oven. Scoop out the flesh and add it to the pot.
Pour the chicken broth into the pot. Bring to a simmer.
Let the soup simmer for 10-15 minutes or until vegetables are very tender. Stir in the heavy cream.
Use an immersion blender or a traditional blender to puree the soup until smooth. Taste and add more salt and pepper if needed.
Top the soup with reserved bacon, pumpkin seeds and parsley, then serve.