Preheat oven to 400° with a rack in top third of oven. Put pumpkin on a greased rimmed baking sheet. Roast pumpkin, covered, until tender when pierced with a fork, 20 to 25 minutes.
Meanwhile, heat oil in a large, wide pot over high heat. Add lamb, 1 tsp. salt, and the pepper. Cook, stirring as needed, until meat is browned on all sides. Add onion and garlic and cook until vegetables are starting to soften, about 3 minutes. Transfer lamb mixture with juices to a bowl; add carrots and mushrooms.
Reduce heat to medium-low. Add flour to same pot and cook, whisking constantly, until flour smells toasted, about 1 minute. Pour in wine and broth and simmer, stirring frequently, until thickened, about 4 minutes. Pour over lamb mixture, stirring to combine. Spoon mixture into 6 individual ramekins.
Mash pumpkin in a bowl with remaining 1 tsp. salt and 1/3 cup cream, adding more cream if needed until mixture is consistency of mashed potatoes. Dollop over lamb.
Bake until browned and sauce is bubbling, about 30 minutes. Let sit 10 minutes; sprinkle with parsley.
Make ahead: Complete through step 4, then chill, covered, up to 2 days. Bake 55 minutes.