Carefully cut your squashes in half, exposing two symmetrical sides and the cavity in the middle with the seeds. Remove the seeds and strings from the center.
Turn your oven to 375 and bake the squashes, cut side down, in an inch-ish of water. Roast for 45 min - 1 hour, checking occasionally to remove any parts that have cooked faster (the areas around the center cavity cook quicker because they are thinner, as opposed to the neck of a butternut squash.) When it's done, it should be easy to remove with a spoon but not totally mush.
While it roasts, chop your leeks (cleaning well first) and save the dark green parts. Cut the white and light green parts into small pieces or rings. Heat up your stock to a simmer, and add in your green leek leaves for an extra oniony flavor.
In a large soup pot or cast iron Dutch oven, melt your butter or oil over medium-low heat. Add the leeks, and cook until quite soft but not browning (about 10 minutes.) Add a teaspoon of salt, the pinch of nutmeg and pepper about halfway through cooking.
Pour over your sherry and allow to cook off for a minute or two, and then add in your cooked squash. Stir well, and then pour on top about 2/3rds of your warmed leek and veggie stock (straining out the green leek leaves.) You can add more if you want a thinner soup.
Allow to cook about 30 minutes, until the squash is totally tender. Blend using an immersion blender or in your Vitamix. Can be made up until here up to 2 days ahead of time, cooled and then refrigerated.
When ready to serve, remove from heat and stir in 1 cup of milk or a combination of milk and heavy cream. Taste to adjust seasoning-- a bit more salt and a splash of sherry help if your stock wasn't very heavy on flavor. Serve warm with some freshly cracked black pepper.
