Place squash, cut side down, in a greased shallow baking pan. Bake at 350° for 35-40 minutes or until the squash is almost tender.
In a large saucepan, saute onion and curry powder in butter until onion is tender. Remove from the heat; set aside. Carefully scoop out squash; add pulp to saucepan. Gradually add broth. Cook over medium heat for 15-20 minutes or until squash is very tender. Cool slightly.
In a food processor, process the squash mixture until smooth; return to saucepan. Stir in the cream, nutmeg, salt and pepper. Cook over low heat until heated through (do not boil). Garnish with bacon if desired.