Preheat oven to 400°F (200°C). Line a sheet pan with parchment paper. Set aside.
Choose a winter squash pumpkin, read my post above for the best pumpkin varieties for pumpkin puree.
Cut the pumpkin into half-moons, then scoop out the pumpkin seeds. Look at my pictures above in this post for visual help on cutting the pumpkin pieces into the perfect size. Discard the seeds.
Place the pieces of pumpkin on the sheet pan, flesh up.
Bake on the center rack of the oven for 50 -60 minutes or until you can easily insert a fork into the pumpkin flesh.
Remove from the oven and cool down before handling.
Scoop out the pumpkin flesh with a spoon and place the flesh in a food processor with the S blade attachment. Discard the pumpkin skin.
Blend the pumpkin flesh at high speed, stopping the food processor often to scrape down the sides of the bowl. Repeat blending/scraping the sides until all the pumpkin flesh turns into a smooth, creamy puree.
Store the pumpkin puree in an airtight container in the fridge for up to 4 days or freeze and thaw the day before using.
Note: if you don't want to roast the pumpkin, follow my instructions above in this post about steaming or boiling pumpkin. However, these two options are not recommended if making pumpkin puree for baking.