I should have added above that there seems to be a mistake in the recipe, where it lists four cups of water and four cups of broth (ie stock). I just added the stock whilst cooking.
Granted, I did add a little water at the end, but that was because I had used quite a bit more pumpkin than the recipe suggested. Soup can always be easily thinned-down, but it's a bit harder to thicken it up!
I also just roasted the vegetables on a lightly-oiled tray, having no idea what parchment-paper is!