Preheat oven to 400°.
Combine squash, oil, 1/4 teaspoon salt, and 1/4 teaspoon pepper on a foil-lined baking sheet coated with cooking spray. Bake at 400° for 45 minutes or until tender. Place half of squash, half of milk, and half of broth in a blender; process until smooth. Pour pureed mixture into a large saucepan. Repeat procedure with remaining squash, milk, and broth. Cook over medium heat 5 minutes or until thoroughly heated (do not bring to a boil). Stir in remaining 1/2 teaspoon salt and remaining 1/4 teaspoon pepper. Ladle 1 cup soup into each of 8 bowls; sprinkle each serving with 1 1/2 teaspoons nuts.