Cut the squash in half and scrap out the seeds.Place them, cut side down, on a cookie sheet. Fill the cookie sheet with about a ½ inch of water. Place in oven at 350 F. and bake until you can easily poke through the rind and flesh with a knife (about 1 hour).
While the squash bakes, sauté the onions in oil until caramelized and set aside.
Allow to cool and scrape out the flesh into a medium soup pot. (Into a blender if you don't have an immersion blender.)Add the broth (you don't have to add all the broth if it won't fit in your blender, just a little to get things nice and smooth) and blend with an immersion blender until the squash is very smooth.
Stir in all other ingredients including the onions and warm over medium heat, stirring frequently.
Add salt to taste and serve topped with fresh cilantro.