Roast your Pumpkins first. I cut off the top and bottom, cut them in half, and brushed the inside with oil before roasting in the oven. Place the pumpkins skin side down on a parchment lined baking sheet and bake at 350 degrees until they can be easily punctured with a fork.
Once cooked, scoop the pumpkin out of the pumpkin skin with a spoon. If you want chunks of roasted pumpkin in your soup, retain part of the pumpkin and don't scoop it from the skin. Instead, let the pumpkin cool, remove the skin with your fingers and dice the pumpkin into small cubes. Set the cubes aside to be added to the soup prior to completion.
Sauté the onions in a pan with a tablespoon oil.
In a large sauce pan, combine the roasted pumpkin, sautéed onion, chicken broth, amber ale, fresh thyme (remove the leaves from the stems and discard the stems) and cayenne Pepper. Bring to a slow boil and cook on low for an hour. Remove from heat, then use a hand immersion blender to purée the contents of the pan.
Add the cheese, heavy, and any additional seasoning to suit your taste. If you choose to have chunks of pumpkin in your soup, add them now so they can warm up before serving. Garnish with crispy bacon.