Place the pumpkin in the pressure cooker with 1 cup water and cook 5 minutes from when it comes to pressure. Take off the heat and release pressure. Remove pumpkin, leaving the cooking liquid, and set aside.
Rinse the potatoes and cook in the pressure cooker, skin on, for 15 minutes after it comes to pressure. Remove potatoes and peel under cold running water.
In a saucepan, combine pumpkin, potatoes, vegetable stock and sage. Simmer over medium heat 10 minutes. Remove sage and puree with an immersion blender then simmer another 10 minutes.
Fry the bacon in a dry frying pan and drain on paper towels. Cut the blue cheese into chunks.
Pour the soup into four bowls, top with a drizzle of olive oil, some blue cheese and bacon. Serve with toast.