Preheat oven to 400˚F. Place the squash cubes in a large bowl. Add 2 tablespoons olive oil, maple syrup, and cayenne pepper. Transfer to a parchment-lined baking sheet large enough so that the squash is in one layer. Place in the oven and roast for about 50-60 minutes or until the squash is tender and browned in spots. Turn and add the apples about halfway. Remove from the oven and reserve.
Heat the 2 teaspoons olive oil in a soup pot or Dutch oven over medium heat. Add the onion and sauté until very soft and browned, about 5-6 minutes. Add the garlic and sauté for one minute more. Add the allspice, cinnamon, cloves, and plums. Cook for one minute. Remove half the plum and onion mixture to the bowl of a small food processor, or blender and pulse until you get a jam consistency, about 2 minutes (You may also use a mortar and pestle or a hand=help mixer).
Add the vegetable broth and the roasted squash and apples to the soup pot. Season to taste with sea salt and black pepper. Bring to a boil, reduce the heat and simmer for 10 minutes, allowing the flavors to blend. Let the soup cool slightly and transfer to a blender. You might need to blend your soup in batches. When you are done, return the soup to the pot and thin with the coconut milk, making sure to keep about ¼ cup for garnish.
Spread the jam on the toasted pumpernickel or baguette slices. Serve with the soup. Bon appétit!