Arrange the first 5 ingredients on a jelly-roll pan. Drizzle with oil; sprinkle with pepper. Toss. Roast at 500° for 30 minutes or until vegetables are tender, turning once. Cool for 10 minutes. Peel acorn squash; discard skin.
Combine vegetable mixture, 2 cups water, curry powder, garam masala, and red pepper in a food processor; pulse to desired consistency. Scrape mixture into a large saucepan over medium heat. Stir in broth; bring to a boil. Cook for 10 minutes, stirring occasionally, and stir in salt. Combine yogurt and honey, stirring well. Serve with soup.