Cut the pumpkin into wedges and place the wedges on a baking sheet for roasting. I cut the pumpkin in wedges and bake the wedges. If you prefer, you can put the pumpkin halves on the baking sheet and bake them without cutting them into wedges. When you bake the pumpkin this way it retains a lot more moisture, and you will either need to remove the extra moisture with a nut milk bag. See my blog on How to Make Pumpkin Puree for removing the extra moisture.
The pumpkin you purchase in the store is solid pak pumpkin and has most of the moisture has been removed. The result is a thick, dense low-moisture pumpkin puree.
Roast the pumpkin slices at 400 degrees for about 30 – 45 minutes or until the flesh is very soft when pierced with a fork.