Preheat oven to 375°. Cut pumpkin in half, using a large, heavy knife. Scoop out the seeds (save them for toasting if you like).
Rub the inside of the pumpkin halves with oil. Set them, cut side down, on a rimmed baking sheet.
Bake until very soft when pierced, 45 to 75 minutes. Scoop flesh into a food processor and whirl until smooth. If the purée is watery, let it drain in a strainer for 30 minutes.