Cut the pumpkin in half down the center. If the pumpkin still has a stem, cut that off first. Set the 2 halves, cut-side-down on a rimmed baking sheet lined with parchment paper.
Bake until the pumpkin flesh is very tender (so tender you can easily slide a paring knife into the flesh in several places, 45 to 55 minutes).
Let the pumpkin cool long enough to handle. Use a spoon to scoop out the seeds and stringy bits. Save the seeds for roasting or discard. Peel and/or scoop the flesh away from the skin and put it into a food processor fitted with a metal blade. Discard the skin.
Run the processor until the pumpkin is smooth, a minute or so. If you don't have a food processor, you can do this with a blender, hand blender, or potato masher.
If the puree looks thin or if liquid begins to pool on top, transfer it to a sieve or cheese cloth-lined colander set over a bowl and leave it to drain for 20 to 30 minutes.
Store pumpkin puree in the refrigerator for up to a week or in the freezer for 3 months. If any liquid has separated from the solids, simply strain it off through a sieve or cheese cloth lined colander.