Cut the pumpkin (or squash) in half and remove the seeds and strings.
Oil a rimmed baking sheet as well as the skin of the pumpkin with your chosen cooking fat. Place the pumpkin cut-side down on the sheet and add a little water to the pan, 1" or less. If using squash, do not add water.
Bake 30-45 minutes or until the pumpkin is easily pierced and the skin slides right off.
When cool, remove the skin, and puree the flesh in a blender. Use or freeze the puree.