Cut the squash into wedges. Scoop out the seeds, cut off the rind, and dice the squash.
Heat the oil in a large frying pan over medium high heat. Add the squash, onion, and garlic. Sprinkle with a little salt and saute until lightly browned and the squash is cooked through.
Place the cooked squash in a blender and add the milk and cayenne. Blend for 3-5 minutes or until the mixture is very smooth. Season generously with salt. Top each serving with toasted pumpkin seeds/ walnuts and cheese.