Preheat oven to 400F. Arrange squash cut side down, on greased baking 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 large pot over medium heat. Add chopped onion and sauté until pale golden, about 10 minutes. Mix in chopped celery and garlic cloves. Add 1 cup broth. Cover and simmer 10 minutes, stirring occasionally. Add squash, 5 cups broth and cumin. Cover and simmer 20 minutes to blend flavors.
Puree squash soup with hand blender until smooth. Thin soup to desired consistency with more broth. Add black beans, corn, red bell pepper, fresh cilantro, thyme, and minced serano chile. Cover and simmer 10 minutes. Season to taste with salt and pepper. Ladle into bowls and garnish with dollop of yogurt and sprig of cilantro.
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