Cut the pumpkin in half lengthwise and scoop out the seeds. Peel and halve the onion.
Mix the melted butter with the curry powder and brush over the cut sides of the pumpkin and onion. Place them cut-side down on a baking tray and bake until the pumpkin is soft, about 45 minutes.
Puree the pumpkin and onion in a blender with the chicken stock. Reheat in the pan, adding more stock if you like it thinner. Test for salt, and add cayenne pepper to taste. Serve with a dollop of plain yoghurt.