Remove stem from the pumpkin or squash and cut in half lengthwise. Cover with aluminum foil and place the halves, cut side up, in a foil-lined shallow baking pan. If your knives aren't sharp enough, just wrap the pumpkin or squash in foil and bake it whole. Bake for 40 to 50 minutes, or until you can pierce through with a knife, with a little resistance.
When cool enough to handle, scrape out the seeds and fibers (clean the seeds for roasting, if you'd like). Slice and peel, then cut into large dice.
Heat the oil in a soup pot. Add the onion and sauté over medium-low heat until translucent. Add the garlic and continue to sauté until the onion is golden.
Add the pumpkin or squash and all the remaining ingredients except the last 2, and bring to a simmer. Simmer gently, covered, until all the vegetables are tender, about 20 to 25 minutes. Season to taste with salt and pepper.
If time allows, let the stew stand for 1 to 2 hours before serving, then heat through as needed. Just before serving, stir in the cilantro. The stew should be thick and very moist but not soupy; add additional stock or water if needed. Adjust seasonings to your liking. Serve in bowls.