Preheat the oven to 180°C, gas mark 4. Put the pumpkin or squash flesh in a roasting tin. Toss it in the oil and season. Place the tin in the oven and cook for 20-30 minutes, or until the flesh is completely tender and golden.
Melt the butter in a heavy, wide-bottomed saucepan and add the celery and leeks. Season and sauté over a gentle heat for 3-4 minutes until softening, then add the ginger and cayenne.
Add a couple of tablespoons of water, cover with a lid, turn the heat down really low and sweat the vegetables for about 20 minutes.
They should be soft and floppy. Add the pumpkin. Pour in the stock, season and bring to the boil. Simmer until tender, then allow the soup to cool.
Purée in a blender, in batches if necessary, until smooth. Add more stock if you prefer a thinner soup. Heat the soup and check the seasoning again – it might need adjusting.
Put a tablespoon (or more or less, depending on how you want it) of bourbon into each bowl and top up with the soup. Drizzle on some cream and add a tiny sprinkle of ground cayenne.