Heat oil in large saucepan on medium-low heat. Add onion; cook and stir 3 minutes or until slightly softened. Add squash, apple and pecans. Cook on medium heat 1 minute, stirring occasionally.
Stir in orange juice, turmeric, nutmeg and stock. Bring to boil. Reduce heat to low; cover and simmer 25 minutes or until squash is tender, stirring occasionally. Cool slightly.
With center part of cover removed to let steam escape, puree soup in batches in blender on high speed until smooth. Return pureed mixture to saucepan. Stir in coconut milk. Simmer for 5 minutes. Ladle into soup bowls. Garnish with additional turmeric and finely chopped apples, if desired.